+180.0%
JBHT vs IOVA
+0.8%
+179.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.2% |
| 7D | +7.0% | -3.5% | +10.5% | +7.2% |
| 30D | +0.5% | -45.4% | +45.9% | +3.3% |
| 3M | -17.4% | +19.0% | -36.4% | -19.2% |
| 6M | -1.7% | +112.0% | -113.7% | -8.2% |
| YTD | +20.7% | +184.2% | -163.5% | +9.4% |
| 1Y | +41.1% | +222.0% | -180.9% | +26.4% |
| 3Y | +38.0% | +92.6% | -54.6% | +20.2% |
| 5Y | +22.5% | -63.2% | +85.6% | +12.9% |
| All | +180.0% | +0.8% | +179.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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