-27.2%
JHX vs IRM
+197.3%
-224.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.1% |
| 7D | -6.3% | -1.4% | -4.9% | -5.7% |
| 30D | -7.7% | -7.4% | -0.4% | -4.6% |
| 3M | +19.2% | -7.4% | +26.5% | +22.8% |
| 6M | +38.3% | +8.7% | +29.6% | +32.1% |
| YTD | +37.2% | +40.9% | -3.7% | +15.8% |
| 1Y | +42.3% | +20.5% | +21.8% | +28.6% |
| 3Y | -4.4% | +101.7% | -106.1% | -37.0% |
| All | -27.2% | +197.3% | -224.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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