+640.7%
IWF vs JBHT
+7,023.1%
-6,382.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -5.3% |
| 7D | -8.9% | -1.4% | -7.5% | -8.4% |
| 30D | -14.6% | -3.1% | -11.5% | -13.8% |
| 3M | -10.8% | -19.5% | +8.7% | -5.3% |
| 6M | -8.2% | -9.6% | +1.4% | -6.4% |
| YTD | -6.5% | +13.3% | -19.8% | -11.8% |
| 1Y | -7.7% | +29.7% | -37.4% | -16.7% |
| 3Y | +63.5% | +28.3% | +35.2% | +43.5% |
| 5Y | +48.9% | +18.5% | +30.4% | +32.3% |
| 10Y | +379.7% | +198.1% | +181.6% | +208.3% |
| All | +640.7% | +7,023.1% | -6,382.4% | +74.0% |
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 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