-3.8%
CVNA vs IWD
+27.7%
-31.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -3.7% |
| 7D | -4.3% | -2.3% | -2.0% | +0.4% |
| 30D | -2.4% | -1.8% | -0.6% | +1.3% |
| 3M | +4.5% | +8.0% | -3.5% | -10.1% |
| 6M | +10.2% | +17.0% | -6.7% | -21.0% |
| YTD | -16.7% | +21.3% | -38.0% | -44.2% |
| 1Y | -3.8% | +27.9% | -31.7% | -38.6% |
| All | -3.8% | +27.7% | -31.5% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling