+38.0%
IGV vs CVNA
+642.4%
-604.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | 0.0% |
| 7D | -5.4% | -4.3% | -1.1% | -4.8% |
| 30D | -2.6% | -2.4% | -0.2% | -2.5% |
| 3M | +10.5% | +4.5% | +6.0% | +9.1% |
| 6M | +18.2% | +10.2% | +7.9% | +15.2% |
| YTD | -4.2% | -16.7% | +12.5% | -3.2% |
| 1Y | -9.8% | -3.8% | -6.1% | -11.4% |
| All | +38.0% | +642.4% | -604.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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