+916.1%
IGV vs JBHT
+4,950.2%
-4,034.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.1% |
| 7D | -8.3% | -1.4% | -6.9% | -7.8% |
| 30D | -10.9% | -3.1% | -7.9% | -10.0% |
| 3M | -2.3% | -19.5% | +17.3% | +5.0% |
| 6M | +12.2% | -9.6% | +21.8% | +14.8% |
| YTD | -6.3% | +13.3% | -19.6% | -12.8% |
| 1Y | -11.4% | +29.7% | -41.1% | -21.7% |
| 3Y | +41.5% | +28.3% | +13.2% | +20.8% |
| 5Y | +12.8% | +18.5% | -5.7% | -2.1% |
| 10Y | +354.7% | +198.1% | +156.6% | +163.5% |
| All | +916.1% | +4,950.2% | -4,034.1% | +87.3% |
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