+801.9%
IAU vs JBHT
+1,165.2%
-363.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.8% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -1.7% | -3.1% | +1.3% | -1.7% |
| 3M | -3.6% | -19.5% | +16.0% | -3.6% |
| 6M | -10.1% | -9.6% | -0.6% | -10.1% |
| YTD | -5.1% | +13.3% | -18.4% | -5.1% |
| 1Y | +2.6% | +29.7% | -27.1% | +2.7% |
| 3Y | +104.1% | +28.3% | +75.8% | +104.5% |
| 5Y | +122.8% | +18.5% | +104.3% | +123.2% |
| 10Y | +206.5% | +198.1% | +8.4% | +210.3% |
| All | +801.9% | +1,165.2% | -363.3% | +803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling