+106.8%
JHX vs IFF
-21.2%
+128.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -6.8% | -3.4% | -3.4% | -5.5% |
| 30D | -8.7% | -0.9% | -7.8% | -8.4% |
| 3M | +17.4% | +7.2% | +10.2% | +13.8% |
| 6M | +44.2% | +21.2% | +23.0% | +33.5% |
| YTD | +36.5% | +25.2% | +11.3% | +24.5% |
| 1Y | +41.7% | +30.2% | +11.5% | +26.9% |
| 3Y | -2.3% | +29.9% | -32.2% | -13.2% |
| 5Y | -26.7% | -33.6% | +6.9% | -18.4% |
| 10Y | +106.8% | -20.8% | +127.6% | +103.3% |
| All | +106.8% | -21.2% | +128.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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