+3,259.9%
CVNA vs IRM
+454.4%
+2,805.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.2% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +7.4% | -8.1% | +15.4% | +14.5% |
| 3M | +12.7% | -9.7% | +22.4% | +20.1% |
| 6M | +17.9% | +10.0% | +7.9% | +4.1% |
| YTD | -11.6% | +43.0% | -54.6% | -40.2% |
| 1Y | +0.8% | +32.7% | -31.9% | -28.5% |
| 3Y | +633.4% | +102.7% | +530.7% | +241.7% |
| 5Y | +13.5% | +187.6% | -174.1% | -56.1% |
| All | +3,259.9% | +454.4% | +2,805.5% | +752.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling