+535.8%
IBB vs JBHT
+5,734.4%
-5,198.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.5% | -3.9% |
| 7D | -3.6% | -1.4% | -2.2% | -3.2% |
| 30D | +3.4% | -3.1% | +6.5% | +4.4% |
| 3M | +9.5% | -19.5% | +29.0% | +16.4% |
| 6M | +23.3% | -9.6% | +32.9% | +25.5% |
| YTD | +24.5% | +13.3% | +11.2% | +17.1% |
| 1Y | +32.9% | +29.7% | +3.2% | +19.4% |
| 3Y | +76.6% | +28.3% | +48.3% | +54.4% |
| 5Y | +35.5% | +18.5% | +17.0% | +19.0% |
| 10Y | +156.7% | +198.1% | -41.4% | +57.0% |
| All | +535.8% | +5,734.4% | -5,198.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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