+253.1%
IONQ vs CVNA
+50.7%
+202.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.2% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -10.3% | -1.0% | -9.3% | -10.5% |
| 3M | -32.7% | +5.5% | -38.2% | -34.9% |
| 6M | +6.3% | +11.8% | -5.5% | +0.8% |
| YTD | -15.0% | -13.0% | -2.0% | -13.2% |
| 1Y | -13.3% | -2.1% | -11.2% | -15.9% |
| 3Y | +97.2% | +681.6% | -584.4% | -7.2% |
| 5Y | +278.7% | +11.6% | +267.1% | +174.6% |
| All | +253.1% | +50.7% | +202.5% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling