+37.9%
IWM vs JHX
-27.7%
+65.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | -6.3% | +3.9% | -0.8% |
| 30D | -4.6% | -7.7% | +3.2% | -2.7% |
| 3M | -0.3% | +19.2% | -19.5% | -5.1% |
| 6M | +14.7% | +38.3% | -23.5% | +4.3% |
| YTD | +17.8% | +37.2% | -19.4% | +7.1% |
| 1Y | +21.2% | +42.3% | -21.1% | +8.5% |
| 3Y | +62.3% | -4.4% | +66.7% | +49.0% |
| All | +37.9% | -27.7% | +65.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling