+273.3%
JBHT vs IAG
+385.3%
-112.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.9% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | +0.6% | +28.9% | -28.3% | -0.2% |
| 3M | -3.2% | +19.1% | -22.3% | -3.8% |
| 6M | +17.0% | -10.3% | +27.2% | +17.0% |
| YTD | +41.7% | +24.2% | +17.5% | +40.5% |
| 1Y | +90.0% | +116.5% | -26.5% | +86.1% |
| 3Y | +47.0% | +742.8% | -695.8% | +37.3% |
| 5Y | +58.3% | +753.3% | -695.0% | +44.8% |
| All | +273.3% | +385.3% | -112.0% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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