+487.2%
IBKR vs JBHT
+58.2%
+429.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.4% |
| 30D | -0.3% | +0.6% | -1.0% | -0.5% |
| 3M | +4.7% | -6.6% | +11.3% | +6.4% |
| 6M | +34.0% | +23.6% | +10.4% | +23.6% |
| YTD | +40.8% | +38.6% | +2.2% | +24.8% |
| 1Y | +45.7% | +91.5% | -45.7% | +14.8% |
| 3Y | +288.4% | +49.3% | +239.1% | +223.0% |
| 5Y | +487.2% | +62.3% | +424.8% | +363.3% |
| All | +487.2% | +58.2% | +429.0% | +363.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling