+120.1%
IAU vs JBHT
+17.1%
+103.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -1.6% | +6.3% | +4.8% |
| 30D | -0.9% | -2.3% | +1.4% | -0.8% |
| 3M | -4.4% | -18.5% | +14.1% | -3.8% |
| 6M | -13.5% | -11.3% | -2.2% | -13.3% |
| YTD | -5.9% | +12.6% | -18.5% | -6.2% |
| 1Y | +1.9% | +29.8% | -27.9% | +1.4% |
| 3Y | +104.1% | +28.1% | +76.0% | +103.1% |
| All | +120.1% | +17.1% | +103.0% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling