+3,015.3%
CVNA vs IYR
+64.3%
+2,951.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.9% |
| 7D | -7.3% | -1.4% | -5.9% | -5.2% |
| 30D | -4.6% | -2.7% | -1.9% | -0.1% |
| 3M | +2.0% | -2.1% | +4.1% | +5.0% |
| 6M | +11.7% | +3.6% | +8.1% | +4.9% |
| YTD | -18.1% | +8.1% | -26.2% | -28.6% |
| 1Y | -2.4% | +4.7% | -7.1% | -11.0% |
| 3Y | +580.6% | +29.1% | +551.5% | +350.6% |
| 5Y | +4.9% | +6.9% | -2.0% | +8.1% |
| All | +3,015.3% | +64.3% | +2,951.0% | +1,703.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling