+9.2%
IBKR vs JHX
+58.3%
-49.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.7% | -1.8% |
| 7D | -6.8% | +13.3% | -20.1% | -10.3% |
| 30D | -12.5% | +17.1% | -29.7% | -16.8% |
| 3M | -12.0% | +4.1% | -16.1% | -13.2% |
| 6M | -4.5% | +48.5% | -53.0% | -16.5% |
| YTD | +21.5% | +42.3% | -20.8% | +7.5% |
| All | +9.2% | +58.3% | -49.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling