+272.3%
IVV vs CVNA
+2,618.9%
-2,346.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -0.4% | -1.0% | +0.7% | -0.3% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | +3.7% | +5.5% | -1.8% | +2.9% |
| 6M | +13.0% | +11.8% | +1.2% | +11.3% |
| YTD | +12.4% | -13.0% | +25.5% | +12.7% |
| 1Y | +18.6% | -2.1% | +20.7% | +17.2% |
| 3Y | +78.1% | +681.6% | -603.5% | +43.4% |
| 5Y | +82.3% | +11.6% | +70.6% | +55.6% |
| All | +272.3% | +2,618.9% | -2,346.6% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling