+284.3%
IBKR vs JBHT
+31.9%
+252.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.4% |
| 7D | +3.7% | +0.4% | +3.2% | +3.6% |
| 30D | -11.7% | -2.0% | -9.8% | -11.2% |
| 3M | -11.6% | -16.3% | +4.7% | -7.3% |
| 6M | -7.9% | -8.2% | +0.3% | -6.8% |
| YTD | +21.0% | +16.3% | +4.7% | +13.7% |
| 1Y | +10.4% | +32.2% | -21.8% | +0.1% |
| 3Y | +284.3% | +34.4% | +249.9% | +237.4% |
| All | +284.3% | +31.9% | +252.4% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling