+140.8%
IEMG vs JHX
+106.3%
+34.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | -6.3% | +5.0% | +0.3% |
| 30D | +1.9% | -7.7% | +9.7% | +3.9% |
| 3M | +1.4% | +19.2% | -17.8% | -3.2% |
| 6M | +15.2% | +38.3% | -23.1% | +5.4% |
| YTD | +23.8% | +37.2% | -13.4% | +13.3% |
| 1Y | +30.7% | +42.3% | -11.6% | +17.7% |
| 3Y | +83.3% | -4.4% | +87.7% | +68.8% |
| 5Y | +48.8% | -26.4% | +75.1% | +44.2% |
| All | +140.8% | +106.3% | +34.5% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling