+90.8%
IONS vs KMX
+391.9%
-301.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.1% | -26.5% | -22.6% |
| 7D | -24.8% | -4.1% | -20.7% | -24.4% |
| 30D | -31.5% | +2.9% | -34.4% | -32.4% |
| 3M | -45.2% | -7.0% | -38.2% | -44.6% |
| 6M | -59.1% | +34.1% | -93.2% | -62.5% |
| YTD | -60.8% | +40.0% | -100.9% | -65.0% |
| 1Y | -57.9% | +67.2% | -125.1% | -64.0% |
| 3Y | -34.5% | -13.4% | -21.0% | -36.9% |
| 5Y | -8.8% | -65.1% | +56.2% | +5.3% |
| 10Y | -19.2% | +6.9% | -26.1% | -33.2% |
| All | +90.8% | +391.9% | -301.1% | -0.2% |
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 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