+3.9%
JHX vs IP
+25.8%
-21.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.7% |
| 7D | +1.5% | -5.3% | +6.8% | +3.8% |
| 30D | +7.2% | -10.9% | +18.0% | +12.3% |
| 3M | +29.9% | +11.2% | +18.8% | +24.3% |
| 6M | +35.4% | -10.2% | +45.6% | +38.7% |
| YTD | +46.5% | -2.0% | +48.4% | +45.5% |
| 1Y | +55.5% | -19.1% | +74.6% | +63.6% |
| All | +3.9% | +25.8% | -21.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling