+74.9%
IWD vs JBHT
+58.3%
+16.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.5% |
| 30D | +0.6% | +0.6% | 0.0% | +0.3% |
| 3M | +7.2% | -3.2% | +10.4% | +7.7% |
| 6M | +16.2% | +17.0% | -0.7% | +10.7% |
| YTD | +23.3% | +41.7% | -18.3% | +11.6% |
| 1Y | +29.6% | +90.0% | -60.4% | +7.5% |
| 3Y | +70.5% | +47.0% | +23.5% | +49.0% |
| All | +74.9% | +58.3% | +16.7% | +45.3% |
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