+216.7%
IAU vs JBHT
+191.4%
+25.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.4% | -2.2% | +0.8% | -1.4% |
| 3M | -4.8% | -16.5% | +11.7% | -4.6% |
| 6M | -12.5% | -8.4% | -4.0% | -12.4% |
| YTD | -4.2% | +16.1% | -20.2% | -4.2% |
| 1Y | +3.1% | +31.9% | -28.8% | +3.1% |
| 3Y | +110.0% | +34.1% | +75.9% | +110.0% |
| 5Y | +123.1% | +20.1% | +103.0% | +122.9% |
| 10Y | +216.7% | +184.7% | +32.0% | +258.3% |
| All | +216.7% | +191.4% | +25.3% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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