+683.0%
CVNA vs IWD
+73.3%
+609.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +3.3% |
| 7D | +0.7% | -0.3% | +1.0% | +1.4% |
| 30D | +7.4% | +0.6% | +6.8% | +5.9% |
| 3M | +12.7% | +7.2% | +5.5% | -5.5% |
| 6M | +17.9% | +16.2% | +1.7% | -19.6% |
| YTD | -11.6% | +23.3% | -35.0% | -48.5% |
| 1Y | +0.8% | +29.6% | -28.8% | -48.4% |
| All | +683.0% | +73.3% | +609.7% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling