+973.2%
IGV vs KMX
+697.1%
+276.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.5% |
| 7D | -4.5% | +1.9% | -6.4% | -5.0% |
| 30D | +3.2% | +11.7% | -8.5% | +0.1% |
| 3M | +4.5% | +34.9% | -30.4% | -4.4% |
| 6M | +22.1% | +50.3% | -28.1% | +7.3% |
| YTD | -1.0% | +63.8% | -64.8% | -15.6% |
| 1Y | -2.1% | +3.8% | -5.9% | -7.3% |
| 3Y | +44.6% | -24.3% | +68.9% | +44.9% |
| 5Y | +22.2% | -50.2% | +72.4% | +32.8% |
| 10Y | +364.7% | +5.4% | +359.4% | +282.8% |
| All | +973.2% | +697.1% | +276.1% | +260.6% |
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