+265.9%
IONQ vs KMX
-32.9%
+298.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.8% |
| 7D | +0.8% | +1.9% | -1.1% | -0.1% |
| 30D | -1.0% | +11.7% | -12.7% | -6.6% |
| 3M | -39.8% | +34.9% | -74.7% | -49.4% |
| 6M | +6.4% | +50.3% | -43.8% | -18.0% |
| YTD | -11.9% | +63.8% | -75.7% | -35.8% |
| 1Y | -6.2% | +3.8% | -10.0% | -14.6% |
| 3Y | +125.7% | -24.3% | +150.0% | +137.6% |
| 5Y | +296.0% | -50.2% | +346.2% | +426.0% |
| All | +265.9% | -32.9% | +298.8% | +370.1% |
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