-8.8%
IONS vs KMX
-64.7%
+55.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.1% | -26.5% | -22.2% |
| 7D | -24.8% | -4.1% | -20.7% | -24.5% |
| 30D | -31.5% | +2.9% | -34.4% | -32.1% |
| 3M | -45.2% | -7.0% | -38.2% | -44.7% |
| 6M | -59.1% | +34.1% | -93.2% | -61.6% |
| YTD | -60.8% | +40.0% | -100.9% | -64.0% |
| 1Y | -57.9% | +67.2% | -125.1% | -62.8% |
| 3Y | -34.5% | -13.4% | -21.0% | -35.4% |
| 5Y | -8.8% | -65.1% | +56.2% | +29.3% |
| All | -8.8% | -64.7% | +55.9% | +29.3% |
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