+999.1%
IVV vs JHX
+2,279.7%
-1,280.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | -0.4% | +1.6% | -1.9% | -0.7% |
| 30D | -1.4% | -5.0% | +3.6% | -0.4% |
| 3M | +3.7% | +24.5% | -20.8% | -1.5% |
| 6M | +13.0% | +34.9% | -21.9% | +4.8% |
| YTD | +12.4% | +39.3% | -26.9% | +3.3% |
| 1Y | +18.6% | +48.6% | -30.0% | +6.9% |
| 3Y | +78.1% | -2.0% | +80.1% | +65.7% |
| 5Y | +82.3% | -24.4% | +106.7% | +75.8% |
| 10Y | +322.1% | +109.4% | +212.7% | +212.3% |
| All | +999.1% | +2,279.7% | -1,280.7% | +438.6% |
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