+726.5%
IWD vs JBHT
+8,804.9%
-8,078.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -0.3% | +4.9% | -5.2% | -1.7% |
| 30D | +0.6% | +0.6% | 0.0% | +0.2% |
| 3M | +7.2% | -3.2% | +10.4% | +7.7% |
| 6M | +16.2% | +17.0% | -0.7% | +9.8% |
| YTD | +23.3% | +41.7% | -18.3% | +9.7% |
| 1Y | +29.6% | +90.0% | -60.4% | +4.0% |
| 3Y | +70.5% | +47.0% | +23.5% | +44.8% |
| 5Y | +73.5% | +58.3% | +15.2% | +41.4% |
| 10Y | +198.3% | +273.9% | -75.6% | +82.4% |
| All | +726.5% | +8,804.9% | -8,078.4% | +150.5% |
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