+3,065.8%
CVNA vs IONS
+16.3%
+3,049.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -4.3% | -4.3% | 0.0% | -2.3% |
| 30D | -2.4% | +0.4% | -2.8% | -2.8% |
| 3M | +4.5% | -24.1% | +28.6% | +14.7% |
| 6M | +10.2% | -26.4% | +36.7% | +22.6% |
| YTD | -16.7% | -29.7% | +12.9% | -5.8% |
| 1Y | -3.8% | -13.0% | +9.3% | -3.6% |
| 3Y | +648.3% | +35.0% | +613.3% | +429.5% |
| 5Y | +6.6% | +54.2% | -47.6% | -24.6% |
| All | +3,065.8% | +16.3% | +3,049.5% | +2,308.1% |
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