+591.6%
CVNA vs IYR
+28.0%
+563.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -2.9% |
| 7D | -4.3% | -2.8% | -1.5% | -0.1% |
| 30D | -2.4% | -2.5% | +0.1% | +1.6% |
| 3M | +4.5% | -3.0% | +7.5% | +8.8% |
| 6M | +10.2% | +1.6% | +8.6% | +6.8% |
| YTD | -16.7% | +7.3% | -24.0% | -26.2% |
| 1Y | -3.8% | +5.6% | -9.4% | -13.4% |
| All | +591.6% | +28.0% | +563.6% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling