+21.4%
CVNA vs IONS
-11.8%
+33.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | -1.1% |
| 7D | -1.6% | -26.3% | +24.6% | +12.0% |
| 30D | +24.9% | -31.9% | +56.8% | +47.9% |
| 3M | -1.8% | -48.0% | +46.2% | +33.3% |
| 6M | +3.5% | -62.6% | +66.1% | +61.4% |
| YTD | -14.3% | -63.3% | +49.0% | +33.8% |
| 1Y | +13.6% | -58.4% | +72.0% | +63.3% |
| 3Y | +1,163.4% | -38.2% | +1,201.7% | +1,090.7% |
| All | +21.4% | -11.8% | +33.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling