+27.3%
JHX vs IRE
-98.1%
+125.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.4% | +15.2% | +1.3% |
| 7D | -0.2% | -31.8% | +31.7% | +0.9% |
| 30D | +13.1% | -71.8% | +84.9% | +17.0% |
| 3M | -10.0% | -88.9% | +78.9% | -3.7% |
| 6M | +38.9% | -95.4% | +134.3% | +51.0% |
| YTD | +34.0% | -94.2% | +128.2% | +42.8% |
| 1Y | +66.0% | -97.1% | +163.1% | +76.1% |
| All | +27.3% | -98.1% | +125.4% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling