-28.6%
JHX vs IOT
+54.1%
-82.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -6.3% | -4.5% | -1.8% | -5.6% |
| 30D | -7.7% | -2.4% | -5.3% | -7.5% |
| 3M | +19.2% | +19.0% | +0.2% | +15.2% |
| 6M | +38.3% | +19.6% | +18.6% | +32.3% |
| YTD | +37.2% | +8.3% | +28.9% | +32.4% |
| 1Y | +42.3% | -0.8% | +43.1% | +39.0% |
| 3Y | -4.4% | +24.4% | -28.8% | -14.3% |
| All | -28.6% | +54.1% | -82.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling