+168.1%
IJR vs JHX
+106.3%
+61.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.2% | -6.3% | +4.2% | -0.3% |
| 30D | -4.6% | -7.7% | +3.1% | -2.5% |
| 3M | +0.2% | +19.2% | -18.9% | -5.3% |
| 6M | +14.7% | +38.3% | -23.6% | +2.8% |
| YTD | +18.9% | +37.2% | -18.3% | +6.4% |
| 1Y | +19.9% | +42.3% | -22.3% | +5.4% |
| 3Y | +53.0% | -4.4% | +57.4% | +39.5% |
| 5Y | +40.9% | -26.4% | +67.2% | +36.3% |
| All | +168.1% | +106.3% | +61.8% | +71.6% |
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 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