+32.4%
JHX vs IRE
-84.0%
+116.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.6% | -2.9% |
| 7D | +1.6% | +29.0% | -27.5% | +0.4% |
| 30D | -5.0% | +24.2% | -29.2% | -6.4% |
| 3M | +24.5% | -53.2% | +77.6% | +26.3% |
| 6M | +34.9% | -36.0% | +70.9% | +33.5% |
| YTD | +39.3% | -51.0% | +90.3% | +38.5% |
| All | +32.4% | -84.0% | +116.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling