+18.9%
IWM vs CVNA
+20.1%
-1.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +0.3% |
| 7D | +1.0% | +31.3% | -30.4% | -3.0% |
| 30D | +0.2% | +21.7% | -21.5% | -2.8% |
| 3M | -5.6% | +14.0% | -19.6% | -7.9% |
| 6M | +2.7% | +3.0% | -0.3% | +1.2% |
| YTD | +16.2% | -8.1% | +24.3% | +13.9% |
| 1Y | +18.9% | +25.2% | -6.2% | +8.0% |
| All | +18.9% | +20.1% | -1.1% | +8.0% |
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