+1,304.4%
IGV vs JHX
+2,220.4%
-916.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -5.4% | -4.9% | -0.5% | -4.3% |
| 30D | -2.6% | -9.3% | +6.7% | -0.5% |
| 3M | +10.5% | +28.1% | -17.6% | +3.9% |
| 6M | +18.2% | +35.2% | -17.0% | +8.6% |
| YTD | -4.2% | +35.9% | -40.1% | -12.4% |
| 1Y | -9.8% | +42.5% | -52.3% | -19.0% |
| 3Y | +39.1% | -4.5% | +43.6% | +29.4% |
| 5Y | +21.2% | -27.1% | +48.3% | +18.0% |
| 10Y | +361.5% | +104.2% | +257.3% | +238.6% |
| All | +1,304.4% | +2,220.4% | -916.1% | +612.6% |
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