+927.8%
JHX vs IAG
+378.9%
+548.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | -5.0% | +11.4% | -16.4% | -6.4% |
| 3M | +24.5% | +33.0% | -8.6% | +19.6% |
| 6M | +34.9% | -6.0% | +40.9% | +35.1% |
| YTD | +39.3% | +24.6% | +14.8% | +33.9% |
| 1Y | +48.6% | +105.0% | -56.4% | +33.2% |
| 3Y | -2.0% | +837.9% | -839.9% | -30.3% |
| 5Y | -24.4% | +817.0% | -841.4% | -48.6% |
| 10Y | +109.4% | +425.3% | -315.9% | +38.4% |
| All | +927.8% | +378.9% | +548.9% | +416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling