+727.5%
IWF vs JBHT
+8,804.9%
-8,077.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | +0.5% | +4.9% | -4.3% | -1.0% |
| 30D | -0.4% | +0.6% | -1.0% | -0.7% |
| 3M | -2.6% | -3.2% | +0.6% | -2.1% |
| 6M | +9.1% | +17.0% | -7.8% | +2.9% |
| YTD | +4.5% | +41.7% | -37.2% | -7.5% |
| 1Y | +10.1% | +90.0% | -79.9% | -12.4% |
| 3Y | +77.6% | +47.0% | +30.7% | +50.1% |
| 5Y | +73.7% | +58.3% | +15.4% | +41.5% |
| 10Y | +411.5% | +273.9% | +137.6% | +208.1% |
| All | +727.5% | +8,804.9% | -8,077.4% | +82.5% |
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