-7.1%
IAU vs JBHT
+39.4%
-46.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -4.6% | +7.0% | -11.6% | -5.4% |
| 30D | -5.4% | +0.5% | -5.9% | -5.6% |
| 3M | -10.9% | -17.4% | +6.5% | -9.2% |
| 6M | -17.4% | -1.7% | -15.6% | -18.7% |
| YTD | -10.2% | +20.7% | -30.9% | -15.2% |
| 1Y | -7.1% | +41.1% | -48.1% | -13.2% |
| All | -7.1% | +39.4% | -46.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling