+189.7%
JBHT vs IAG
+334.2%
-144.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | -1.4% | +4.5% | -5.9% | -1.5% |
| 30D | -3.1% | -5.7% | +2.6% | -3.0% |
| 3M | -19.5% | +10.1% | -29.7% | -19.8% |
| 6M | -9.6% | +7.3% | -16.9% | -10.0% |
| YTD | +13.3% | +6.1% | +7.2% | +12.8% |
| 1Y | +29.7% | +46.8% | -17.1% | +28.1% |
| 3Y | +28.3% | +573.1% | -544.8% | +20.6% |
| 5Y | +18.5% | +477.6% | -459.1% | +9.2% |
| All | +189.7% | +334.2% | -144.6% | +167.3% |
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