-27.2%
JHX vs IQV
-0.1%
-27.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -6.3% | -2.2% | -4.1% | -5.4% |
| 30D | -7.7% | +8.3% | -16.0% | -10.9% |
| 3M | +19.2% | +44.6% | -25.4% | +0.8% |
| 6M | +38.3% | +52.6% | -14.3% | +13.4% |
| YTD | +37.2% | +16.1% | +21.1% | +25.4% |
| 1Y | +42.3% | +37.3% | +5.0% | +19.3% |
| 3Y | -4.4% | +21.6% | -26.0% | -18.1% |
| All | -27.2% | -0.1% | -27.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 5y: compounded portfolio wealth divided by compounded IQV 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…
5y analysis · Full analysis span regression · 6 months rolling