+55.5%
JHX vs IAG
+119.5%
-64.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.0% |
| 7D | +1.5% | -0.5% | +2.1% | +1.6% |
| 30D | +7.2% | +28.9% | -21.7% | +1.3% |
| 3M | +29.9% | +19.1% | +10.8% | +24.1% |
| 6M | +35.4% | -10.3% | +45.6% | +32.0% |
| YTD | +46.5% | +24.2% | +22.3% | +42.3% |
| 1Y | +55.5% | +116.5% | -61.0% | +27.4% |
| All | +55.5% | +119.5% | -64.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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