+0.8%
CVNA vs IYR
+8.4%
-7.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | +0.7% | -1.2% | +2.0% | +1.6% |
| 30D | +7.4% | -2.9% | +10.2% | +9.5% |
| 3M | +12.7% | +0.8% | +11.9% | +12.2% |
| 6M | +17.9% | +1.9% | +16.1% | +13.8% |
| YTD | -11.6% | +9.6% | -21.3% | -15.2% |
| 1Y | +0.8% | +8.1% | -7.3% | -5.9% |
| All | +0.8% | +8.4% | -7.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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