+30.7%
IVZ vs JBHT
+34.8%
-4.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -7.4% | -17.1% | +9.8% | -3.2% |
| 6M | +14.7% | -4.4% | +19.1% | +13.2% |
| YTD | +14.6% | +17.5% | -2.9% | +1.9% |
| 1Y | +30.7% | +32.6% | -1.9% | +11.5% |
| All | +30.7% | +34.8% | -4.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling