+381.2%
IWF vs JBHT
+186.6%
+194.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | -10.9% | -1.1% | -9.8% | -10.6% |
| 3M | -8.1% | -14.8% | +6.7% | -3.8% |
| 6M | -7.5% | -7.4% | -0.1% | -6.5% |
| YTD | -3.4% | +17.3% | -20.7% | -10.8% |
| 1Y | -5.0% | +35.3% | -40.3% | -16.8% |
| 3Y | +64.0% | +33.9% | +30.1% | +38.7% |
| 5Y | +56.8% | +22.5% | +34.2% | +34.3% |
| 10Y | +381.2% | +181.3% | +199.8% | +194.7% |
| All | +381.2% | +186.6% | +194.6% | +194.7% |
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