+47.4%
JHX vs IOT
+8.2%
+39.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +8.1% |
| 7D | +13.3% | -0.5% | +13.7% | +13.3% |
| 30D | +17.1% | +1.0% | +16.2% | +17.0% |
| 3M | +4.1% | +10.9% | -6.8% | +3.8% |
| 6M | +48.5% | +39.9% | +8.6% | +48.6% |
| YTD | +42.3% | +20.8% | +21.5% | +45.8% |
| 1Y | +47.4% | +10.6% | +36.8% | +51.7% |
| All | +47.4% | +8.2% | +39.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling