+49.0%
IVZ vs JBHT
+194.3%
-145.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.5% | -5.9% |
| 7D | -6.7% | -1.4% | -5.3% | -5.8% |
| 30D | -10.9% | -3.1% | -7.8% | -9.3% |
| 3M | -14.8% | -19.5% | +4.7% | -4.5% |
| 6M | +2.4% | -9.6% | +12.0% | +5.5% |
| YTD | +5.4% | +13.3% | -7.9% | -6.6% |
| 1Y | +19.6% | +29.7% | -10.1% | -3.0% |
| 3Y | +122.4% | +28.3% | +94.1% | +71.4% |
| 5Y | +28.8% | +18.5% | +10.3% | +1.4% |
| All | +49.0% | +194.3% | -145.3% | -46.6% |
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