+167.4%
IONQ vs KMX
-43.6%
+211.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -7.0% |
| 7D | -11.5% | +3.4% | -14.8% | -12.8% |
| 30D | -8.1% | +6.8% | -14.9% | -11.6% |
| 3M | -35.8% | -11.4% | -24.4% | -32.5% |
| 6M | -47.7% | +43.6% | -91.3% | -58.0% |
| YTD | -35.6% | +37.7% | -73.4% | -49.3% |
| 1Y | -36.4% | +53.0% | -89.4% | -53.3% |
| 3Y | +150.0% | -16.3% | +166.4% | +141.2% |
| 5Y | +43.3% | -64.2% | +107.6% | +110.7% |
| All | +167.4% | -43.6% | +211.0% | +271.3% |
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