+3,259.9%
CVNA vs IWD
+171.9%
+3,088.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +3.0% |
| 7D | +0.7% | -0.3% | +1.0% | +1.3% |
| 30D | +7.4% | +0.6% | +6.8% | +6.2% |
| 3M | +12.7% | +7.2% | +5.5% | -2.2% |
| 6M | +17.9% | +16.2% | +1.7% | -13.0% |
| YTD | -11.6% | +23.3% | -35.0% | -42.3% |
| 1Y | +0.8% | +29.6% | -28.8% | -40.3% |
| 3Y | +633.4% | +70.5% | +563.0% | +170.1% |
| 5Y | +13.5% | +73.5% | -60.0% | -52.0% |
| All | +3,259.9% | +171.9% | +3,088.0% | +704.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling