+3,159.9%
CVNA vs IWD
+178.9%
+2,981.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +1.7% |
| 7D | -1.6% | +2.3% | -3.9% | -6.1% |
| 30D | +24.9% | +3.6% | +21.3% | +16.9% |
| 3M | -1.8% | +2.2% | -4.0% | -5.2% |
| 6M | +3.5% | +13.0% | -9.4% | -18.7% |
| YTD | -14.3% | +26.5% | -40.8% | -46.4% |
| 1Y | +13.6% | +30.1% | -16.5% | -33.1% |
| 3Y | +1,163.4% | +84.9% | +1,078.6% | +293.2% |
| 5Y | +22.9% | +73.4% | -50.5% | -48.1% |
| All | +3,159.9% | +178.9% | +2,981.0% | +646.2% |
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