+854.9%
IBKR vs JBHT
+183.5%
+671.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | +5.9% | +0.5% | +5.4% | +5.8% |
| 30D | -6.1% | -0.1% | -6.1% | -6.1% |
| 3M | -8.0% | -14.0% | +6.0% | -2.7% |
| 6M | -2.7% | -5.1% | +2.4% | -2.2% |
| YTD | +28.7% | +18.0% | +10.6% | +17.2% |
| 1Y | +16.9% | +36.5% | -19.6% | 0.0% |
| 3Y | +306.9% | +34.8% | +272.2% | +234.1% |
| 5Y | +363.0% | +21.4% | +341.5% | +286.6% |
| 10Y | +854.9% | +178.0% | +676.9% | +384.8% |
| All | +854.9% | +183.5% | +671.4% | +384.8% |
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