+3,206.8%
CVNA vs IWD
+168.2%
+3,038.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.6% |
| 7D | -1.0% | -1.2% | +0.2% | +1.3% |
| 30D | -1.0% | -1.6% | +0.6% | +2.5% |
| 3M | +5.5% | +7.0% | -1.5% | -8.0% |
| 6M | +11.8% | +17.0% | -5.2% | -18.6% |
| YTD | -13.0% | +21.6% | -34.7% | -41.5% |
| 1Y | -2.1% | +28.0% | -30.1% | -40.6% |
| 3Y | +681.6% | +70.6% | +611.1% | +187.9% |
| 5Y | +11.6% | +73.3% | -61.7% | -52.4% |
| All | +3,206.8% | +168.2% | +3,038.6% | +714.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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