+173.8%
JBHT vs IAG
+384.2%
-210.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.1% |
| 7D | +4.2% | -2.1% | +6.2% | +4.2% |
| 30D | -0.4% | -6.2% | +5.8% | -0.3% |
| 3M | -17.3% | -5.1% | -12.2% | -17.3% |
| 6M | -3.5% | -10.0% | +6.5% | -3.4% |
| YTD | +18.0% | +3.9% | +14.1% | +17.5% |
| 1Y | +35.5% | +18.9% | +16.7% | +34.5% |
| 3Y | +34.8% | +651.8% | -617.0% | +26.1% |
| 5Y | +19.7% | +416.3% | -396.5% | +10.4% |
| All | +173.8% | +384.2% | -210.4% | +151.8% |
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