+39.1%
JHX vs IRE
-84.4%
+123.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +2.0% |
| 7D | +1.5% | +54.8% | -53.2% | -0.5% |
| 30D | +7.2% | +18.4% | -11.2% | +5.8% |
| 3M | +29.9% | -66.7% | +96.7% | +33.8% |
| 6M | +35.4% | -52.3% | +87.7% | +34.5% |
| YTD | +46.5% | -52.3% | +98.8% | +45.8% |
| All | +39.1% | -84.4% | +123.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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