+541.7%
IBB vs KMX
+2,426.5%
-1,884.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | +10.5% | +11.7% | -1.2% | +7.7% |
| 3M | +23.6% | +34.9% | -11.3% | +14.8% |
| 6M | +22.6% | +50.3% | -27.6% | +10.2% |
| YTD | +25.7% | +63.8% | -38.1% | +10.2% |
| 1Y | +51.4% | +3.8% | +47.5% | +44.8% |
| 3Y | +64.4% | -24.3% | +88.6% | +65.1% |
| 5Y | +22.1% | -50.2% | +72.4% | +30.1% |
| 10Y | +132.5% | +5.4% | +127.1% | +96.1% |
| All | +541.7% | +2,426.5% | -1,884.9% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling