+47.4%
JHX vs IAG
+56.5%
-9.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.2% | -1.9% | +5.7% |
| 7D | +13.3% | +1.1% | +12.2% | +12.7% |
| 30D | +17.1% | -5.3% | +22.4% | +18.2% |
| 3M | +4.1% | +18.0% | -14.0% | -0.7% |
| 6M | +48.5% | +7.1% | +41.4% | +44.0% |
| YTD | +42.3% | +5.9% | +36.3% | +44.2% |
| 1Y | +47.4% | +59.4% | -12.0% | +57.0% |
| All | +47.4% | +56.5% | -9.2% | +57.0% |
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