+18.5%
JBHT vs IOVA
-67.8%
+86.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.0% | +7.5% | -3.0% |
| 7D | -1.4% | -19.0% | +17.7% | -0.4% |
| 30D | -3.1% | -40.3% | +37.2% | -1.1% |
| 3M | -19.5% | +78.3% | -97.9% | -23.2% |
| 6M | -9.6% | +94.5% | -104.0% | -14.7% |
| YTD | +13.3% | +183.5% | -170.2% | +3.2% |
| 1Y | +29.7% | +327.6% | -297.9% | +14.1% |
| 3Y | +28.3% | +83.8% | -55.5% | +12.4% |
| 5Y | +18.5% | -69.0% | +87.5% | +7.9% |
| All | +18.5% | -67.8% | +86.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling