+40.0%
IWM vs CVNA
+13.0%
+27.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +3.5% | -2.1% | +1.1% |
| 30D | -2.3% | +5.5% | -7.7% | -2.9% |
| 3M | +4.0% | +7.6% | -3.6% | +2.8% |
| 6M | +17.9% | +17.6% | +0.3% | +15.3% |
| YTD | +20.2% | -11.5% | +31.7% | +20.3% |
| 1Y | +25.0% | +0.4% | +24.6% | +23.0% |
| 3Y | +66.0% | +695.6% | -629.6% | +31.0% |
| 5Y | +40.0% | +13.6% | +26.5% | +34.5% |
| All | +40.0% | +13.0% | +27.0% | +34.5% |
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 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