+2,220.4%
JHX vs IVZ
+188.3%
+2,032.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -4.9% | -2.4% | -2.5% | -4.1% |
| 30D | -9.3% | +2.5% | -11.8% | -10.0% |
| 3M | +28.1% | +17.1% | +11.0% | +21.2% |
| 6M | +35.2% | +35.1% | +0.1% | +22.3% |
| YTD | +35.9% | +24.3% | +11.5% | +26.1% |
| 1Y | +42.5% | +48.7% | -6.1% | +24.5% |
| 3Y | -4.5% | +135.6% | -140.1% | -29.5% |
| 5Y | -27.1% | +60.3% | -87.4% | -40.5% |
| 10Y | +104.2% | +62.5% | +41.7% | +51.6% |
| All | +2,220.4% | +188.3% | +2,032.1% | +1,139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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