+387.3%
IWF vs JBHT
+182.5%
+204.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.9% |
| 7D | +2.8% | +7.0% | -4.2% | +0.5% |
| 30D | -7.5% | +0.5% | -8.1% | -7.8% |
| 3M | -8.5% | -17.4% | +8.9% | -3.2% |
| 6M | -7.4% | -1.7% | -5.7% | -8.3% |
| YTD | -2.6% | +20.7% | -23.4% | -11.0% |
| 1Y | -1.8% | +41.1% | -42.9% | -15.3% |
| 3Y | +65.5% | +38.0% | +27.5% | +38.4% |
| 5Y | +55.8% | +22.5% | +33.4% | +33.7% |
| All | +387.3% | +182.5% | +204.8% | +193.0% |
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