+305.2%
IVV vs JBHT
+194.3%
+110.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.9% | -3.3% |
| 7D | -4.8% | -1.4% | -3.4% | -4.3% |
| 30D | -5.9% | -3.1% | -2.8% | -5.1% |
| 3M | -4.5% | -19.5% | +15.0% | +1.6% |
| 6M | +1.8% | -9.6% | +11.4% | +3.6% |
| YTD | +8.4% | +13.3% | -4.9% | +1.4% |
| 1Y | +9.4% | +29.7% | -20.3% | -2.5% |
| 3Y | +75.3% | +28.3% | +47.0% | +51.0% |
| 5Y | +67.8% | +18.5% | +49.3% | +45.3% |
| All | +305.2% | +194.3% | +110.9% | +142.9% |
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