+591.6%
CVNA vs IVZ
+132.2%
+459.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.9% |
| 7D | -4.3% | -2.4% | -1.9% | -2.4% |
| 30D | -2.4% | +2.5% | -4.9% | -4.6% |
| 3M | +4.5% | +17.1% | -12.6% | -10.1% |
| 6M | +10.2% | +35.1% | -24.9% | -16.6% |
| YTD | -16.7% | +24.3% | -41.0% | -33.2% |
| 1Y | -3.8% | +48.7% | -52.4% | -34.9% |
| All | +591.6% | +132.2% | +459.4% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling