+356.3%
IGV vs KMX
+10.2%
+346.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | -3.4% | -2.0% | -4.6% |
| 30D | -2.6% | +4.0% | -6.6% | -3.7% |
| 3M | +10.5% | +24.8% | -14.3% | +3.6% |
| 6M | +18.2% | +43.6% | -25.4% | +5.7% |
| YTD | -4.2% | +56.6% | -60.9% | -16.8% |
| 1Y | -9.8% | +2.2% | -12.1% | -13.7% |
| 3Y | +39.1% | -25.4% | +64.6% | +41.3% |
| 5Y | +21.2% | -55.0% | +76.2% | +36.4% |
| All | +356.3% | +10.2% | +346.1% | +300.9% |
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