+187.8%
JBHT vs IAG
+365.5%
-177.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -0.9% |
| 7D | -1.6% | +21.4% | -23.0% | -2.2% |
| 30D | -2.3% | +4.0% | -6.3% | -2.5% |
| 3M | -18.5% | +17.0% | -35.5% | -18.9% |
| 6M | -11.3% | +1.4% | -12.7% | -11.5% |
| YTD | +12.6% | +13.8% | -1.2% | +11.8% |
| 1Y | +29.8% | +55.8% | -26.1% | +28.0% |
| 3Y | +28.1% | +647.4% | -619.3% | +20.1% |
| 5Y | +17.7% | +519.1% | -501.5% | +8.3% |
| All | +187.8% | +365.5% | -177.8% | +165.0% |
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