+25.2%
CVNA vs IWF
-1.6%
+26.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.3% |
| 7D | +31.3% | -4.2% | +35.5% | +38.3% |
| 30D | +21.7% | -8.1% | +29.9% | +36.5% |
| 3M | +14.0% | -5.1% | +19.1% | +21.9% |
| 6M | +3.0% | -1.4% | +4.4% | +3.2% |
| YTD | -8.1% | -0.1% | -8.0% | -8.9% |
| 1Y | +25.2% | -1.3% | +26.4% | +29.0% |
| All | +25.2% | -1.6% | +26.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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