-9.5%
IEF vs JHX
-27.7%
+18.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -1.3% | -6.3% | +5.0% | -1.2% |
| 30D | -1.7% | -7.7% | +6.0% | -1.6% |
| 3M | -2.5% | +19.2% | -21.7% | -3.0% |
| 6M | -3.3% | +38.3% | -41.5% | -4.1% |
| YTD | -2.8% | +37.2% | -40.0% | -3.7% |
| 1Y | -2.7% | +42.3% | -45.0% | -3.7% |
| 3Y | +8.9% | -4.4% | +13.3% | +8.1% |
| All | -9.5% | -27.7% | +18.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling