+3,214.0%
CVNA vs IWD
+172.7%
+3,041.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.8% |
| 7D | +7.7% | -0.5% | +8.2% | +9.2% |
| 30D | +17.2% | +2.7% | +14.6% | +11.7% |
| 3M | +7.7% | +0.9% | +6.8% | +6.6% |
| 6M | -5.5% | +10.5% | -16.1% | -22.6% |
| YTD | -12.8% | +23.7% | -36.5% | -43.0% |
| 1Y | +26.8% | +28.7% | -1.9% | -23.6% |
| 3Y | +1,007.0% | +79.7% | +927.3% | +264.9% |
| 5Y | +23.5% | +69.7% | -46.2% | -45.5% |
| All | +3,214.0% | +172.7% | +3,041.2% | +694.3% |
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