+776.1%
IVV vs JBHT
+8,646.8%
-7,870.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +13.0% | +17.0% | -3.9% | +6.8% |
| YTD | +13.6% | +41.7% | -28.1% | +1.0% |
| 1Y | +20.1% | +90.0% | -69.9% | -3.7% |
| 3Y | +77.6% | +47.0% | +30.6% | +50.9% |
| 5Y | +82.5% | +58.3% | +24.2% | +49.1% |
| 10Y | +316.5% | +273.9% | +42.6% | +154.6% |
| All | +776.1% | +8,646.8% | -7,870.7% | +135.5% |
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