+3,015.3%
CVNA vs IVZ
+50.0%
+2,965.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | -7.3% | -2.4% | -4.9% | -5.6% |
| 30D | -4.6% | +3.0% | -7.6% | -6.9% |
| 3M | +2.0% | +14.9% | -12.9% | -9.4% |
| 6M | +11.7% | +36.7% | -25.0% | -12.9% |
| YTD | -18.1% | +25.7% | -43.7% | -32.6% |
| 1Y | -2.4% | +47.7% | -50.1% | -29.0% |
| 3Y | +580.6% | +138.8% | +441.7% | +244.9% |
| 5Y | +4.9% | +62.1% | -57.2% | -27.3% |
| All | +3,015.3% | +50.0% | +2,965.3% | +1,965.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling