+1,104.4%
IVZ vs JBHT
+8,686.9%
-7,582.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.1% |
| 7D | +0.6% | +4.9% | -4.2% | -1.4% |
| 30D | +4.0% | +0.6% | +3.4% | +3.5% |
| 3M | +18.2% | -3.2% | +21.4% | +19.0% |
| 6M | +32.8% | +17.0% | +15.9% | +22.4% |
| YTD | +28.7% | +41.7% | -12.9% | +8.9% |
| 1Y | +55.4% | +90.0% | -34.6% | +13.2% |
| 3Y | +135.2% | +47.0% | +88.2% | +89.3% |
| 5Y | +64.2% | +58.3% | +5.9% | +26.9% |
| 10Y | +64.6% | +273.9% | -209.3% | -10.2% |
| All | +1,104.4% | +8,686.9% | -7,582.5% | +199.6% |
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 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