+2,243.5%
JHX vs IFF
+419.0%
+1,824.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.3% | -3.2% | -3.1% | -5.0% |
| 30D | -7.7% | -0.3% | -7.5% | -7.6% |
| 3M | +19.2% | +8.4% | +10.7% | +14.7% |
| 6M | +38.3% | +23.0% | +15.2% | +26.3% |
| YTD | +37.2% | +25.5% | +11.7% | +24.0% |
| 1Y | +42.3% | +29.1% | +13.2% | +26.6% |
| 3Y | -4.4% | +31.7% | -36.1% | -16.7% |
| 5Y | -26.4% | -35.2% | +8.8% | -17.2% |
| 10Y | +106.3% | -20.7% | +127.0% | +99.6% |
| All | +2,243.5% | +419.0% | +1,824.5% | +1,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling