+695.6%
CVNA vs IONS
+39.5%
+656.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +3.5% | -5.3% | +8.8% | +4.7% |
| 30D | +5.5% | +0.3% | +5.2% | +5.3% |
| 3M | +7.6% | -22.9% | +30.5% | +11.7% |
| 6M | +17.6% | -23.4% | +41.0% | +22.3% |
| YTD | -11.5% | -28.3% | +16.8% | -6.6% |
| 1Y | +0.4% | -7.0% | +7.4% | -1.9% |
| 3Y | +695.6% | +37.6% | +658.0% | +566.9% |
| All | +695.6% | +39.5% | +656.0% | +566.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling