+28.8%
IVZ vs JBHT
+15.0%
+13.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.6% | -4.5% | -6.4% |
| 7D | -6.7% | -1.4% | -5.3% | -6.0% |
| 30D | -10.9% | -3.1% | -7.8% | -9.6% |
| 3M | -14.8% | -19.5% | +4.7% | -6.7% |
| 6M | +2.4% | -9.6% | +12.0% | +4.9% |
| YTD | +5.4% | +13.3% | -7.9% | -4.6% |
| 1Y | +19.6% | +29.7% | -10.1% | +0.7% |
| 3Y | +122.4% | +28.3% | +94.1% | +80.8% |
| 5Y | +28.8% | +18.5% | +10.3% | +0.6% |
| All | +28.8% | +15.0% | +13.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling