+197.5%
IWD vs JBHT
+272.5%
-75.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.6% |
| 7D | -0.3% | +4.9% | -5.2% | -1.9% |
| 30D | +0.6% | +0.6% | 0.0% | +0.2% |
| 3M | +7.2% | -3.2% | +10.4% | +7.8% |
| 6M | +16.2% | +17.0% | -0.7% | +9.0% |
| YTD | +23.3% | +41.7% | -18.3% | +8.0% |
| 1Y | +29.6% | +90.0% | -60.4% | +0.9% |
| 3Y | +70.5% | +47.0% | +23.5% | +42.0% |
| 5Y | +73.5% | +58.3% | +15.2% | +35.8% |
| All | +197.5% | +272.5% | -75.1% | +53.1% |
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