+274.7%
IONQ vs KMX
-35.8%
+310.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +4.6% |
| 7D | +7.1% | -0.7% | +7.8% | +7.4% |
| 30D | -8.9% | +4.1% | -13.0% | -11.1% |
| 3M | -35.6% | +27.5% | -63.1% | -44.3% |
| 6M | +13.3% | +43.6% | -30.3% | -10.8% |
| YTD | -9.8% | +56.8% | -66.6% | -32.9% |
| 1Y | -1.3% | -1.3% | 0.0% | -7.8% |
| 3Y | +109.3% | -25.4% | +134.6% | +120.7% |
| 5Y | +304.7% | -53.9% | +358.6% | +450.7% |
| All | +274.7% | -35.8% | +310.5% | +391.6% |
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 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