+202.0%
IONQ vs KMX
-45.4%
+247.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +24.5% |
| 7D | +8.6% | -7.4% | +16.0% | +12.3% |
| 30D | -21.1% | -3.4% | -17.7% | -20.2% |
| 3M | -17.9% | -11.3% | -6.5% | -13.9% |
| 6M | -37.9% | +30.6% | -68.5% | -47.9% |
| YTD | -27.3% | +33.2% | -60.5% | -41.9% |
| 1Y | -43.2% | +66.7% | -109.9% | -60.6% |
| 3Y | +191.0% | -22.1% | +213.0% | +191.8% |
| 5Y | +69.3% | -66.7% | +136.0% | +155.5% |
| All | +202.0% | -45.4% | +247.4% | +325.6% |
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