+126.7%
IEF vs JHX
+1,498.8%
-1,372.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -1.3% | -6.3% | +5.0% | -1.4% |
| 30D | -1.7% | -7.7% | +6.0% | -1.9% |
| 3M | -2.5% | +19.2% | -21.7% | -2.2% |
| 6M | -3.3% | +38.3% | -41.5% | -2.6% |
| YTD | -2.8% | +37.2% | -40.0% | -2.2% |
| 1Y | -2.7% | +42.3% | -45.0% | -2.0% |
| 3Y | +8.9% | -4.4% | +13.3% | +9.5% |
| 5Y | -9.4% | -26.4% | +17.0% | -9.4% |
| 10Y | +3.7% | +106.3% | -102.6% | +8.1% |
| All | +126.7% | +1,498.8% | -1,372.1% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling