+374.9%
IWF vs JBHT
+192.4%
+182.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | -5.0% | -1.6% | -3.4% | -4.4% |
| 30D | -13.2% | -2.3% | -10.9% | -12.6% |
| 3M | -9.4% | -18.5% | +9.0% | -3.9% |
| 6M | -8.6% | -11.3% | +2.7% | -6.3% |
| YTD | -5.3% | +12.6% | -17.9% | -11.4% |
| 1Y | -5.0% | +29.8% | -34.7% | -15.7% |
| 3Y | +64.6% | +28.1% | +36.6% | +41.3% |
| 5Y | +50.8% | +17.7% | +33.1% | +30.9% |
| All | +374.9% | +192.4% | +182.6% | +197.8% |
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