+2,220.4%
JHX vs IRM
+2,458.6%
-238.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.7% |
| 7D | -4.9% | -1.8% | -3.1% | -4.2% |
| 30D | -9.3% | -7.8% | -1.5% | -6.6% |
| 3M | +28.1% | -7.9% | +35.9% | +31.6% |
| 6M | +35.2% | +6.3% | +28.9% | +31.6% |
| YTD | +35.9% | +38.2% | -2.3% | +19.7% |
| 1Y | +42.5% | +19.8% | +22.7% | +32.0% |
| 3Y | -4.5% | +98.8% | -103.2% | -28.0% |
| 5Y | -27.1% | +191.8% | -218.9% | -52.7% |
| 10Y | +104.2% | +428.8% | -324.6% | +3.4% |
| All | +2,220.4% | +2,458.6% | -238.2% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling