+6.6%
CVNA vs IYR
+4.5%
+2.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -2.3% |
| 7D | -4.3% | -2.8% | -1.5% | +1.7% |
| 30D | -2.4% | -2.5% | +0.1% | +3.3% |
| 3M | +4.5% | -3.0% | +7.5% | +10.3% |
| 6M | +10.2% | +1.6% | +8.6% | +4.9% |
| YTD | -16.7% | +7.3% | -24.0% | -30.3% |
| 1Y | -3.8% | +5.6% | -9.4% | -17.8% |
| 3Y | +648.3% | +28.1% | +620.2% | +286.5% |
| 5Y | +6.6% | +6.1% | +0.5% | +2.6% |
| All | +6.6% | +4.5% | +2.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling