+19.4%
IVV vs CVNA
+0.7%
+18.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | +3.5% | -3.0% | +0.1% |
| 30D | -1.0% | +5.5% | -6.4% | -1.6% |
| 3M | +3.9% | +7.6% | -3.7% | +2.6% |
| 6M | +14.5% | +17.6% | -3.1% | +11.5% |
| YTD | +12.9% | -11.5% | +24.4% | +12.1% |
| 1Y | +19.4% | +0.4% | +19.0% | +15.8% |
| All | +19.4% | +0.7% | +18.7% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling