+37.6%
IONS vs KMX
-25.6%
+63.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | +0.3% | +4.1% | -3.8% | -0.3% |
| 3M | -22.9% | +27.5% | -50.4% | -25.8% |
| 6M | -23.4% | +43.6% | -67.0% | -28.2% |
| YTD | -28.3% | +56.8% | -85.1% | -34.1% |
| 1Y | -7.0% | -1.3% | -5.7% | -6.9% |
| 3Y | +37.6% | -25.4% | +63.0% | +41.8% |
| All | +37.6% | -25.6% | +63.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling