+3,265.8%
CVNA vs IWF
+353.6%
+2,912.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.8% |
| 7D | +3.5% | +1.5% | +2.0% | +0.3% |
| 30D | +5.5% | -1.3% | +6.7% | +8.1% |
| 3M | +7.6% | +0.1% | +7.5% | +6.2% |
| 6M | +17.6% | +10.3% | +7.3% | -5.5% |
| YTD | -11.5% | +4.2% | -15.6% | -19.3% |
| 1Y | +0.4% | +9.3% | -8.9% | -16.5% |
| 3Y | +695.6% | +79.3% | +616.2% | +133.5% |
| 5Y | +13.6% | +73.8% | -60.2% | -53.5% |
| All | +3,265.8% | +353.6% | +2,912.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling