+774.4%
IVV vs JBHT
+7,154.5%
-6,380.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -1.0% | -1.2% | +0.1% | -0.8% |
| 3M | -0.3% | -17.1% | +16.8% | +4.7% |
| 6M | +7.4% | -4.4% | +11.8% | +7.4% |
| YTD | +13.4% | +17.5% | -4.1% | +6.0% |
| 1Y | +14.8% | +32.6% | -17.8% | +3.3% |
| 3Y | +83.3% | +33.0% | +50.3% | +59.7% |
| 5Y | +76.1% | +20.3% | +55.8% | +55.7% |
| 10Y | +333.3% | +209.1% | +124.2% | +179.0% |
| All | +774.4% | +7,154.5% | -6,380.1% | +147.2% |
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