+363.5%
IGV vs JBHT
+272.5%
+91.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.2% |
| 7D | -4.5% | +4.9% | -9.4% | -6.1% |
| 30D | +3.2% | +0.6% | +2.6% | +2.8% |
| 3M | +4.5% | -3.2% | +7.7% | +5.1% |
| 6M | +22.1% | +17.0% | +5.2% | +14.1% |
| YTD | -1.0% | +41.7% | -42.7% | -14.1% |
| 1Y | -2.1% | +90.0% | -92.1% | -24.9% |
| 3Y | +44.6% | +47.0% | -2.4% | +19.3% |
| 5Y | +22.2% | +58.3% | -36.2% | -3.9% |
| All | +363.5% | +272.5% | +91.0% | +149.0% |
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