+23.7%
IWM vs CVNA
+22.1%
+1.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.2% |
| 7D | +2.8% | -1.7% | +4.5% | +2.9% |
| 30D | +0.6% | +17.3% | -16.7% | -1.1% |
| 3M | -7.8% | -2.3% | -5.5% | -7.9% |
| 6M | -1.0% | -3.9% | +2.9% | -1.4% |
| YTD | +13.9% | -16.1% | +30.0% | +14.3% |
| 1Y | +15.4% | +7.9% | +7.5% | +13.0% |
| 3Y | +70.2% | +1,113.4% | -1,043.2% | +30.3% |
| 5Y | +23.7% | +20.3% | +3.4% | +17.7% |
| All | +23.7% | +22.1% | +1.5% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling