+70.3%
IWD vs JBHT
+15.0%
+55.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +2.6% | -3.1% | +5.7% | +3.3% |
| 3M | +1.2% | -19.5% | +20.8% | +6.1% |
| 6M | +12.1% | -9.6% | +21.7% | +13.5% |
| YTD | +24.1% | +13.3% | +10.8% | +17.9% |
| 1Y | +28.5% | +29.7% | -1.2% | +17.7% |
| 3Y | +79.5% | +28.3% | +51.2% | +60.3% |
| 5Y | +70.3% | +18.5% | +51.8% | +48.2% |
| All | +70.3% | +15.0% | +55.3% | +48.2% |
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