+214.7%
IONQ vs CVNA
+1,008.4%
-793.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.7% | +6.8% |
| 7D | +25.5% | +5.9% | +19.5% | +22.5% |
| 30D | -11.4% | +19.7% | -31.1% | -18.4% |
| 3M | -20.5% | +7.6% | -28.1% | -24.3% |
| 6M | -28.2% | -2.2% | -26.1% | -29.8% |
| YTD | -21.2% | -9.6% | -11.6% | -21.6% |
| 1Y | -40.4% | +25.4% | -65.8% | -48.8% |
| 3Y | +214.7% | +1,152.6% | -937.9% | -7.1% |
| All | +214.7% | +1,008.4% | -793.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling