+6.6%
CVNA vs IWF
+71.2%
-64.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -2.1% |
| 7D | -4.3% | -1.7% | -2.6% | -0.3% |
| 30D | -2.4% | -1.8% | -0.5% | +1.8% |
| 3M | +4.5% | +1.5% | +3.1% | -0.5% |
| 6M | +10.2% | +7.7% | +2.5% | -9.5% |
| YTD | -16.7% | +2.7% | -19.4% | -23.0% |
| 1Y | -3.8% | +6.8% | -10.5% | -18.1% |
| 3Y | +648.3% | +76.9% | +571.4% | +63.8% |
| 5Y | +6.6% | +73.4% | -66.8% | -69.7% |
| All | +6.6% | +71.2% | -64.6% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling