+99.6%
JHX vs IBB
+125.2%
-25.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.6% |
| 7D | -4.9% | -5.2% | +0.4% | -1.4% |
| 30D | -9.3% | +1.5% | -10.8% | -10.4% |
| 3M | +28.1% | +22.1% | +5.9% | +11.8% |
| 6M | +35.2% | +17.7% | +17.5% | +21.4% |
| YTD | +35.9% | +20.2% | +15.7% | +19.9% |
| 1Y | +42.5% | +44.4% | -1.9% | +11.4% |
| 3Y | -4.5% | +61.1% | -65.6% | -30.7% |
| 5Y | -27.1% | +18.5% | -45.6% | -37.2% |
| All | +99.6% | +125.2% | -25.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling