+3,265.8%
CVNA vs IYR
+66.5%
+3,199.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.5% | -0.4% | +3.9% | +4.1% |
| 30D | +5.5% | -2.5% | +8.0% | +10.0% |
| 3M | +7.6% | +1.5% | +6.1% | +4.4% |
| 6M | +17.6% | +3.9% | +13.7% | +10.0% |
| YTD | -11.5% | +9.5% | -21.0% | -24.4% |
| 1Y | +0.4% | +7.5% | -7.1% | -12.4% |
| 3Y | +695.6% | +30.8% | +664.8% | +415.8% |
| 5Y | +13.6% | +4.8% | +8.8% | +19.3% |
| All | +3,265.8% | +66.5% | +3,199.3% | +1,808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling