+74.3%
IONS vs KMX
+389.9%
-315.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -29.4% | -2.3% | -27.2% | -29.3% |
| 30D | -35.1% | +6.3% | -41.4% | -36.4% |
| 3M | -48.9% | -7.4% | -41.5% | -48.3% |
| 6M | -62.4% | +37.9% | -100.3% | -65.8% |
| YTD | -64.2% | +39.5% | -103.7% | -68.0% |
| 1Y | -60.9% | +57.9% | -118.7% | -66.1% |
| 3Y | -38.9% | -15.0% | -23.9% | -40.9% |
| 5Y | -15.6% | -64.1% | +48.5% | -3.1% |
| 10Y | -33.5% | -1.6% | -31.8% | -43.8% |
| All | +74.3% | +389.9% | -315.6% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling