-33.5%
IONS vs KMX
+2.4%
-35.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -29.4% | -2.3% | -27.2% | -29.3% |
| 30D | -35.1% | +6.3% | -41.4% | -36.3% |
| 3M | -48.9% | -7.4% | -41.5% | -48.3% |
| 6M | -62.4% | +37.9% | -100.3% | -65.6% |
| YTD | -64.2% | +39.5% | -103.7% | -67.8% |
| 1Y | -60.9% | +57.9% | -118.7% | -65.9% |
| 3Y | -38.9% | -15.0% | -23.9% | -40.5% |
| 5Y | -15.6% | -64.1% | +48.5% | +0.3% |
| 10Y | -33.5% | -1.6% | -31.8% | -46.4% |
| All | -33.5% | +2.4% | -35.8% | -46.4% |
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