+138.9%
IWM vs CVNA
+2,662.6%
-2,523.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -1.3% | +7.4% | -8.6% | -2.2% |
| 3M | +1.6% | +12.7% | -11.1% | -0.2% |
| 6M | +13.6% | +17.9% | -4.4% | +10.7% |
| YTD | +20.8% | -11.6% | +32.4% | +20.9% |
| 1Y | +26.4% | +0.8% | +25.7% | +24.1% |
| 3Y | +60.7% | +633.4% | -572.7% | +22.3% |
| 5Y | +38.2% | +13.5% | +24.7% | +11.2% |
| All | +138.9% | +2,662.6% | -2,523.7% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling