+13.6%
CVNA vs IWD
+73.8%
-60.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +2.6% |
| 7D | +3.5% | -0.2% | +3.7% | +3.9% |
| 30D | +5.5% | -0.8% | +6.3% | +8.0% |
| 3M | +7.6% | +8.0% | -0.4% | -14.3% |
| 6M | +17.6% | +18.2% | -0.6% | -28.2% |
| YTD | -11.5% | +22.3% | -33.8% | -51.5% |
| 1Y | +0.4% | +28.9% | -28.5% | -53.0% |
| 3Y | +695.6% | +71.5% | +624.0% | +56.4% |
| 5Y | +13.6% | +73.6% | -60.0% | -73.1% |
| All | +13.6% | +73.8% | -60.3% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling