+93.1%
IONS vs KMX
+3.6%
+89.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -8.7% | -1.9% | -6.8% | -8.3% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | -24.9% | +25.6% | -50.5% | -29.4% |
| 6M | -25.7% | +41.9% | -67.5% | -32.8% |
| YTD | -29.2% | +56.0% | -85.2% | -37.8% |
| 1Y | -13.0% | -1.8% | -11.2% | -15.6% |
| 3Y | +35.9% | -25.7% | +61.7% | +38.2% |
| 5Y | +54.5% | -54.7% | +109.2% | +74.0% |
| 10Y | +93.1% | +9.2% | +83.9% | +24.7% |
| All | +93.1% | +3.6% | +89.5% | +24.7% |
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