+12.1%
IJH vs JHX
+53.7%
-41.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.2% |
| 7D | -3.4% | +6.4% | -9.8% | -4.8% |
| 30D | -3.1% | +12.3% | -15.4% | -5.7% |
| 3M | -6.6% | +1.1% | -7.7% | -7.1% |
| 6M | -1.6% | +42.2% | -43.9% | -10.3% |
| YTD | +9.5% | +38.1% | -28.7% | -0.6% |
| 1Y | +12.1% | +54.9% | -42.8% | -1.1% |
| All | +12.1% | +53.7% | -41.6% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling