+212.6%
IEFA vs JHX
+310.4%
-97.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.6% | -6.3% | +4.8% | -0.1% |
| 30D | -1.5% | -7.7% | +6.2% | +0.3% |
| 3M | +3.4% | +19.2% | -15.8% | -1.2% |
| 6M | +9.5% | +38.3% | -28.8% | +0.3% |
| YTD | +13.0% | +37.2% | -24.2% | +3.4% |
| 1Y | +18.0% | +42.3% | -24.3% | +6.4% |
| 3Y | +65.4% | -4.4% | +69.8% | +53.0% |
| 5Y | +51.6% | -26.4% | +77.9% | +46.4% |
| 10Y | +146.7% | +106.3% | +40.4% | +69.8% |
| All | +212.6% | +310.4% | -97.8% | +81.7% |
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