-27.2%
JHX vs IAG
+820.9%
-848.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -6.3% | -1.1% | -5.2% | -6.2% |
| 30D | -7.7% | +12.1% | -19.9% | -9.2% |
| 3M | +19.2% | +25.5% | -6.4% | +15.4% |
| 6M | +38.3% | -7.1% | +45.4% | +37.9% |
| YTD | +37.2% | +22.9% | +14.3% | +32.7% |
| 1Y | +42.3% | +83.3% | -41.1% | +31.7% |
| 3Y | -4.4% | +808.5% | -812.9% | -27.7% |
| All | -27.2% | +820.9% | -848.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling