+130.6%
IBB vs KMX
+6.5%
+124.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +5.2% | +3.0% | +2.2% | +4.3% |
| 3M | +8.6% | -7.8% | +16.4% | +10.0% |
| 6M | +27.8% | +34.3% | -6.5% | +18.6% |
| YTD | +28.8% | +40.2% | -11.4% | +16.9% |
| 1Y | +36.4% | +63.0% | -26.6% | +19.4% |
| 3Y | +89.3% | -14.5% | +103.8% | +85.7% |
| 5Y | +43.3% | -64.3% | +107.6% | +65.8% |
| 10Y | +130.6% | +2.8% | +127.9% | +101.9% |
| All | +130.6% | +6.5% | +124.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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