+3,015.3%
CVNA vs IWF
+350.8%
+2,664.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -3.2% |
| 7D | -7.3% | -0.9% | -6.4% | -5.4% |
| 30D | -4.6% | -1.7% | -2.9% | -1.2% |
| 3M | +2.0% | +0.7% | +1.3% | -0.4% |
| 6M | +11.7% | +8.6% | +3.2% | -7.2% |
| YTD | -18.1% | +3.5% | -21.6% | -24.4% |
| 1Y | -2.4% | +7.0% | -9.4% | -15.0% |
| 3Y | +580.6% | +76.3% | +504.2% | +107.0% |
| 5Y | +4.9% | +74.8% | -69.9% | -57.4% |
| All | +3,015.3% | +350.8% | +2,664.5% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling