+1,198.0%
IBKR vs JBHT
+892.6%
+305.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +0.2% | +0.9% | -0.8% | -0.2% |
| 30D | -11.7% | -1.1% | -10.6% | -11.3% |
| 3M | -14.3% | -14.8% | +0.5% | -8.6% |
| 6M | -7.9% | -7.4% | -0.5% | -6.3% |
| YTD | +21.0% | +17.3% | +3.7% | +10.0% |
| 1Y | +9.5% | +35.3% | -25.8% | -6.8% |
| 3Y | +282.8% | +33.9% | +248.8% | +211.3% |
| 5Y | +335.2% | +22.5% | +312.6% | +257.7% |
| 10Y | +813.0% | +181.3% | +631.7% | +373.5% |
| All | +1,198.0% | +892.6% | +305.4% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling