+180.0%
JBHT vs IFF
-12.5%
+192.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +7.0% | -1.8% | +8.8% | +7.6% |
| 30D | +0.5% | -9.4% | +9.9% | +3.7% |
| 3M | -17.4% | -3.0% | -14.4% | -16.8% |
| 6M | -1.7% | +5.8% | -7.5% | -4.5% |
| YTD | +20.7% | +22.4% | -1.6% | +10.3% |
| 1Y | +41.1% | +23.0% | +18.0% | +28.5% |
| 3Y | +38.0% | +21.8% | +16.2% | +24.2% |
| 5Y | +22.5% | -39.2% | +61.7% | +36.4% |
| All | +180.0% | -12.5% | +192.5% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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