+604.3%
IYR vs JHX
+2,243.5%
-1,639.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.4% | -6.3% | +5.0% | +0.2% |
| 30D | -2.7% | -7.7% | +5.1% | -0.9% |
| 3M | -2.1% | +19.2% | -21.3% | -6.7% |
| 6M | +3.6% | +38.3% | -34.7% | -5.6% |
| YTD | +8.1% | +37.2% | -29.1% | -1.7% |
| 1Y | +4.7% | +42.3% | -37.6% | -6.2% |
| 3Y | +29.1% | -4.4% | +33.5% | +19.3% |
| 5Y | +6.9% | -26.4% | +33.3% | +2.9% |
| 10Y | +69.0% | +106.3% | -37.3% | +17.5% |
| All | +604.3% | +2,243.5% | -1,639.2% | +171.1% |
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 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