+364.8%
IGV vs JBHT
+176.2%
+188.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +4.2% | -1.7% | +1.1% |
| 30D | -8.6% | -0.4% | -8.2% | -8.5% |
| 3M | -1.6% | -17.3% | +15.8% | +4.3% |
| 6M | +13.4% | -3.5% | +16.9% | +13.3% |
| YTD | -4.0% | +18.0% | -22.0% | -11.9% |
| 1Y | -7.6% | +35.5% | -43.2% | -19.5% |
| 3Y | +39.3% | +34.8% | +4.5% | +17.1% |
| 5Y | +14.5% | +19.7% | -5.2% | -1.0% |
| All | +364.8% | +176.2% | +188.6% | +182.8% |
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