+257.5%
IONS vs KMX
+475.4%
-217.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -4.8% | +1.9% | -6.7% | -5.3% |
| 30D | +7.2% | +11.7% | -4.5% | +4.3% |
| 3M | -22.7% | +34.9% | -57.6% | -28.7% |
| 6M | -26.9% | +50.3% | -77.1% | -34.9% |
| YTD | -26.6% | +63.8% | -90.4% | -36.4% |
| 1Y | -2.1% | +3.8% | -6.0% | -7.1% |
| 3Y | +43.4% | -24.3% | +67.7% | +43.3% |
| 5Y | +47.0% | -50.2% | +97.2% | +56.0% |
| 10Y | +97.2% | +5.4% | +91.8% | +65.1% |
| All | +257.5% | +475.4% | -217.9% | +81.2% |
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