+545.5%
IQV vs JBHT
+240.6%
+305.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | +5.3% | -2.3% | +7.6% | +6.1% |
| 3M | +17.0% | -18.5% | +35.4% | +25.5% |
| 6M | +54.0% | -11.3% | +65.3% | +58.4% |
| YTD | +20.6% | +12.6% | +8.0% | +10.9% |
| 1Y | +28.9% | +29.8% | -0.8% | +11.2% |
| 3Y | +37.0% | +28.1% | +8.9% | +15.0% |
| 5Y | +10.0% | +17.7% | -7.7% | -6.4% |
| 10Y | +274.5% | +196.1% | +78.3% | +99.4% |
| All | +545.5% | +240.6% | +305.0% | +220.2% |
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 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