+27.4%
IVZ vs JBHT
+17.1%
+10.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -2.4% | -1.6% | -0.9% | -1.6% |
| 30D | -11.2% | -2.3% | -8.9% | -10.3% |
| 3M | -14.0% | -18.5% | +4.5% | -6.3% |
| 6M | +0.5% | -11.3% | +11.7% | +3.9% |
| YTD | +5.4% | +12.6% | -7.1% | -4.3% |
| 1Y | +19.5% | +29.8% | -10.3% | +0.6% |
| 3Y | +128.7% | +28.1% | +100.6% | +85.8% |
| All | +27.4% | +17.1% | +10.3% | +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