+9,322.5%
JBHT vs IFF
+819.4%
+8,503.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.5% | -5.7% | +6.2% | +2.9% |
| 30D | -0.1% | -2.7% | +2.6% | +0.8% |
| 3M | -14.0% | -2.3% | -11.7% | -13.6% |
| 6M | -5.1% | +6.0% | -11.1% | -8.5% |
| YTD | +18.0% | +24.6% | -6.6% | +5.1% |
| 1Y | +36.5% | +29.4% | +7.2% | +19.5% |
| 3Y | +34.8% | +23.1% | +11.7% | +18.2% |
| 5Y | +21.4% | -37.2% | +58.6% | +35.3% |
| 10Y | +178.0% | -10.8% | +188.8% | +147.7% |
| All | +9,322.5% | +819.4% | +8,503.0% | +2,889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling