+972.2%
IVZ vs JBHT
+7,187.7%
-6,215.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | -3.5% | -1.2% | -2.3% | -3.1% |
| 3M | -7.4% | -17.1% | +9.8% | -0.5% |
| 6M | +14.7% | -4.4% | +19.1% | +14.9% |
| YTD | +14.6% | +17.5% | -2.9% | +4.4% |
| 1Y | +30.7% | +32.6% | -1.9% | +12.7% |
| 3Y | +141.8% | +33.0% | +108.8% | +102.1% |
| 5Y | +40.2% | +20.3% | +19.9% | +21.5% |
| 10Y | +65.6% | +209.1% | -143.5% | -2.6% |
| All | +972.2% | +7,187.7% | -6,215.5% | +187.0% |
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