-4.4%
JBHT vs IOVA
+152.9%
-157.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.1% |
| 7D | +1.7% | -41.3% | +43.0% | +1.2% |
| 30D | -1.2% | -38.5% | +37.3% | -1.6% |
| 3M | -17.1% | +99.5% | -116.7% | -12.9% |
| 6M | -4.4% | +126.0% | -130.4% | +1.5% |
| All | -4.4% | +152.9% | -157.3% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling