+55.5%
JHX vs IOT
+14.9%
+40.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.3% |
| 7D | +1.5% | -2.3% | +3.9% | +1.6% |
| 30D | +7.2% | +3.8% | +3.4% | +6.9% |
| 3M | +29.9% | +14.2% | +15.8% | +28.9% |
| 6M | +35.4% | +40.1% | -4.8% | +31.8% |
| YTD | +46.5% | +13.4% | +33.1% | +48.1% |
| 1Y | +55.5% | +12.2% | +43.4% | +54.9% |
| All | +55.5% | +14.9% | +40.7% | +54.9% |
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