+43.7%
IBKR vs JBHT
+92.4%
-48.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | +4.8% | -4.4% | +9.2% | +5.3% |
| 6M | +30.8% | +24.5% | +6.3% | +23.8% |
| YTD | +39.5% | +38.6% | +0.9% | +30.7% |
| 1Y | +43.7% | +97.2% | -53.5% | +33.3% |
| All | +43.7% | +92.4% | -48.8% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling