+142.3%
IEMG vs JHX
+310.4%
-168.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 6M | +15.2% | +38.3% | -23.1% | +5.1% |
| YTD | +23.8% | +37.2% | -13.4% | +12.9% |
| 1Y | +30.7% | +42.3% | -11.6% | +17.2% |
| 3Y | +83.3% | -4.4% | +87.7% | +68.7% |
| 5Y | +48.8% | -26.4% | +75.1% | +43.6% |
| 10Y | +142.8% | +106.3% | +36.5% | +59.6% |
| All | +142.3% | +310.4% | -168.1% | +27.6% |
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 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