+304.7%
IONQ vs CVNA
+13.0%
+291.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.1% | +3.5% | +3.6% | +5.9% |
| 30D | -8.9% | +5.5% | -14.4% | -11.1% |
| 3M | -35.6% | +7.6% | -43.1% | -38.1% |
| 6M | +13.3% | +17.6% | -4.3% | +5.5% |
| YTD | -9.8% | -11.5% | +1.7% | -8.5% |
| 1Y | -1.3% | +0.4% | -1.7% | -5.0% |
| 3Y | +109.3% | +695.6% | -586.3% | -2.3% |
| 5Y | +304.7% | +13.6% | +291.1% | +422.2% |
| All | +304.7% | +13.0% | +291.7% | +422.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling