+53.4%
IONS vs KMX
-52.4%
+105.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.7% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | +0.3% | +4.1% | -3.8% | -0.5% |
| 3M | -22.9% | +27.5% | -50.4% | -26.5% |
| 6M | -23.4% | +43.6% | -67.0% | -29.2% |
| YTD | -28.3% | +56.8% | -85.1% | -35.1% |
| 1Y | -7.0% | -1.3% | -5.7% | -8.6% |
| 3Y | +37.6% | -25.4% | +63.0% | +41.1% |
| 5Y | +53.4% | -53.9% | +107.3% | +75.2% |
| All | +53.4% | -52.4% | +105.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling