+546.3%
IBB vs KMX
+1,999.0%
-1,452.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.6% |
| 7D | +1.6% | 0.0% | +1.7% | +1.6% |
| 30D | +6.7% | +3.5% | +3.2% | +5.7% |
| 3M | +6.3% | -10.4% | +16.8% | +8.5% |
| 6M | +23.9% | +37.6% | -13.7% | +13.9% |
| YTD | +26.6% | +36.1% | -9.5% | +15.3% |
| 1Y | +29.6% | +52.8% | -23.1% | +14.7% |
| 3Y | +86.1% | -17.0% | +103.1% | +82.7% |
| 5Y | +40.3% | -64.7% | +105.0% | +61.7% |
| 10Y | +128.1% | -4.0% | +132.1% | +95.8% |
| All | +546.3% | +1,999.0% | -1,452.7% | +153.6% |
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