+343.0%
IGV vs JBHT
+192.4%
+150.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | -10.0% | -2.3% | -7.7% | -9.3% |
| 3M | -0.5% | -18.5% | +17.9% | +5.8% |
| 6M | +12.6% | -11.3% | +23.9% | +15.7% |
| YTD | -6.4% | +12.6% | -19.0% | -12.7% |
| 1Y | -9.5% | +29.8% | -39.3% | -20.0% |
| 3Y | +41.7% | +28.1% | +13.6% | +21.3% |
| 5Y | +12.7% | +17.7% | -5.0% | -2.1% |
| All | +343.0% | +192.4% | +150.7% | +190.2% |
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 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