+181.3%
JBHT vs IFF
-14.6%
+195.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +0.9% | -9.8% | +10.7% | +4.3% |
| 30D | -1.1% | -1.6% | +0.5% | -0.7% |
| 3M | -14.8% | -1.8% | -13.0% | -14.6% |
| 6M | -7.4% | +3.6% | -11.1% | -9.4% |
| YTD | +17.3% | +25.4% | -8.1% | +6.3% |
| 1Y | +35.3% | +35.4% | -0.1% | +19.2% |
| 3Y | +33.9% | +23.9% | +10.1% | +19.9% |
| 5Y | +22.5% | -37.1% | +59.7% | +34.9% |
| 10Y | +181.3% | -10.3% | +191.6% | +163.1% |
| All | +181.3% | -14.6% | +195.9% | +163.1% |
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