+181.3%
JBHT vs IAG
+336.8%
-155.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.5% | +1.1% |
| 7D | +0.9% | +16.8% | -15.9% | +0.5% |
| 30D | -1.1% | -1.5% | +0.4% | -1.1% |
| 3M | -14.8% | +0.5% | -15.3% | -14.9% |
| 6M | -7.4% | -1.0% | -6.5% | -7.7% |
| YTD | +17.3% | +12.3% | +5.0% | +16.6% |
| 1Y | +35.3% | +39.2% | -3.9% | +33.8% |
| 3Y | +33.9% | +712.3% | -678.3% | +25.1% |
| 5Y | +22.5% | +484.2% | -461.7% | +12.7% |
| 10Y | +181.3% | +382.3% | -200.9% | +158.7% |
| All | +181.3% | +336.8% | -155.4% | +158.7% |
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