-2.7%
IEF vs JHX
+43.8%
-46.5%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -1.3% | -6.3% | +5.0% | -1.1% |
| 30D | -1.7% | -7.7% | +6.0% | -1.4% |
| 3M | -2.5% | +19.2% | -21.7% | -3.3% |
| 6M | -3.3% | +38.3% | -41.5% | -4.7% |
| YTD | -2.8% | +37.2% | -40.0% | -4.3% |
| 1Y | -2.7% | +42.3% | -45.0% | -4.4% |
| All | -2.7% | +43.8% | -46.5% | -4.4% |
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