+817.2%
IBKR vs JBHT
+182.5%
+634.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | +7.9% | +7.0% | +0.8% | +4.9% |
| 30D | -2.8% | +0.5% | -3.3% | -3.0% |
| 3M | -10.5% | -17.4% | +6.9% | -3.7% |
| 6M | -3.7% | -1.7% | -2.0% | -4.7% |
| YTD | +27.6% | +20.7% | +6.8% | +15.2% |
| 1Y | +22.5% | +41.1% | -18.6% | +3.4% |
| 3Y | +307.2% | +38.0% | +269.2% | +231.2% |
| 5Y | +357.7% | +22.5% | +335.2% | +281.5% |
| All | +817.2% | +182.5% | +634.7% | +369.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling