+276.9%
JBHT vs IFF
-21.7%
+298.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +2.9% | -3.0% | +5.9% | +4.0% |
| 30D | +0.6% | -0.9% | +1.5% | +0.8% |
| 3M | -6.6% | +11.8% | -18.4% | -10.5% |
| 6M | +23.6% | +16.5% | +7.1% | +15.7% |
| YTD | +38.6% | +26.5% | +12.1% | +25.7% |
| 1Y | +91.5% | +32.7% | +58.8% | +70.4% |
| 3Y | +49.3% | +32.0% | +17.3% | +31.1% |
| 5Y | +62.3% | -36.1% | +98.4% | +77.2% |
| 10Y | +276.9% | -20.1% | +297.0% | +257.9% |
| All | +276.9% | -21.7% | +298.6% | +257.9% |
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