+210.3%
IAU vs JBHT
+176.2%
+34.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +4.2% | -9.6% | -5.5% |
| 30D | -7.0% | -0.4% | -6.6% | -7.0% |
| 3M | -12.3% | -17.3% | +5.1% | -12.1% |
| 6M | -17.9% | -3.5% | -14.5% | -17.9% |
| YTD | -10.3% | +18.0% | -28.4% | -10.4% |
| 1Y | -7.9% | +35.5% | -43.4% | -8.0% |
| 3Y | +98.7% | +34.8% | +63.9% | +98.6% |
| 5Y | +105.0% | +19.7% | +85.3% | +104.7% |
| All | +210.3% | +176.2% | +34.1% | +229.2% |
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