+180.0%
JBHT vs IAG
+389.3%
-209.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +7.0% | -7.7% | +14.7% | +7.3% |
| 30D | +0.5% | +1.6% | -1.1% | +0.4% |
| 3M | -17.4% | -2.4% | -14.9% | -17.4% |
| 6M | -1.7% | -7.8% | +6.1% | -1.7% |
| YTD | +20.7% | +5.0% | +15.7% | +20.2% |
| 1Y | +41.1% | +25.7% | +15.4% | +39.8% |
| 3Y | +38.0% | +694.5% | -656.5% | +28.9% |
| 5Y | +22.5% | +421.7% | -399.2% | +12.9% |
| All | +180.0% | +389.3% | -209.2% | +157.5% |
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