+23.5%
IGV vs JBHT
+58.3%
-34.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.1% |
| 7D | -4.5% | +4.9% | -9.4% | -6.0% |
| 30D | +3.2% | +0.6% | +2.6% | +2.9% |
| 3M | +4.5% | -3.2% | +7.7% | +5.1% |
| 6M | +22.1% | +17.0% | +5.2% | +14.6% |
| YTD | -1.0% | +41.7% | -42.7% | -13.5% |
| 1Y | -2.1% | +90.0% | -92.1% | -24.1% |
| 3Y | +44.6% | +47.0% | -2.4% | +20.9% |
| All | +23.5% | +58.3% | -34.8% | -2.8% |
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 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