+754.2%
IWD vs JBHT
+7,285.6%
-6,531.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | +6.0% | -1.2% | +7.1% | +6.2% |
| 3M | +3.8% | -17.1% | +20.9% | +9.0% |
| 6M | +16.3% | -4.4% | +20.7% | +16.4% |
| YTD | +27.5% | +17.5% | +10.0% | +19.3% |
| 1Y | +32.8% | +32.6% | +0.2% | +19.6% |
| 3Y | +84.3% | +33.0% | +51.3% | +60.7% |
| 5Y | +75.7% | +20.3% | +55.4% | +55.1% |
| 10Y | +220.9% | +209.1% | +11.8% | +106.7% |
| All | +754.2% | +7,285.6% | -6,531.4% | +172.4% |
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