+363.9%
CPRT vs IONS
-36.2%
+400.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | 0.0% |
| 7D | -1.5% | -29.6% | +28.1% | +2.9% |
| 30D | +21.3% | -35.6% | +56.9% | +28.3% |
| 3M | +10.4% | -51.7% | +62.1% | +21.4% |
| 6M | -4.3% | -64.0% | +59.7% | +9.2% |
| YTD | -18.3% | -65.5% | +47.2% | -6.4% |
| 1Y | -22.5% | -62.4% | +39.9% | -12.5% |
| 3Y | -34.3% | -41.1% | +6.7% | -33.4% |
| 5Y | -17.8% | -16.5% | -1.3% | -24.2% |
| All | +363.9% | -36.2% | +400.1% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling