-58.4%
IONS vs KMX
+55.6%
-114.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.4% |
| 7D | -26.3% | +3.4% | -29.7% | -26.3% |
| 30D | -31.9% | +6.8% | -38.8% | -32.1% |
| 3M | -48.0% | -11.4% | -36.6% | -47.6% |
| 6M | -62.6% | +43.6% | -106.1% | -63.2% |
| YTD | -63.3% | +37.7% | -101.0% | -64.3% |
| 1Y | -58.4% | +53.0% | -111.4% | -60.1% |
| All | -58.4% | +55.6% | -114.0% | -60.1% |
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 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