+938.5%
IGV vs KMX
+570.3%
+368.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.3% | +3.4% | -1.0% | +1.4% |
| 30D | -6.0% | +6.8% | -12.8% | -8.0% |
| 3M | -4.8% | -11.4% | +6.6% | -2.3% |
| 6M | +14.2% | +43.6% | -29.3% | +1.9% |
| YTD | -4.2% | +37.7% | -42.0% | -14.9% |
| 1Y | -5.3% | +53.0% | -58.2% | -18.5% |
| 3Y | +38.8% | -16.3% | +55.1% | +34.9% |
| 5Y | +14.2% | -64.2% | +78.4% | +35.7% |
| 10Y | +357.6% | -2.8% | +360.4% | +284.0% |
| All | +938.5% | +570.3% | +368.2% | +263.5% |
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