-39.1%
IONQ vs KMX
+56.1%
-95.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.4% | -7.0% | -9.0% |
| 7D | +16.8% | 0.0% | +16.8% | +16.8% |
| 30D | -11.1% | +3.5% | -14.6% | -11.8% |
| 3M | -31.7% | -10.4% | -21.3% | -31.1% |
| 6M | -44.8% | +37.6% | -82.4% | -48.2% |
| YTD | -31.2% | +36.1% | -67.3% | -37.1% |
| 1Y | -39.1% | +52.8% | -91.9% | -44.8% |
| All | -39.1% | +56.1% | -95.2% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling