+264.8%
ICE vs JBHT
+183.5%
+81.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | +14.7% | -0.1% | +14.8% | +14.6% |
| 3M | +19.8% | -14.0% | +33.8% | +23.3% |
| 6M | +15.2% | -5.1% | +20.3% | +15.2% |
| YTD | +12.7% | +18.0% | -5.4% | +5.7% |
| 1Y | +20.4% | +36.5% | -16.1% | +8.7% |
| 3Y | +70.8% | +34.8% | +36.0% | +49.9% |
| 5Y | +43.9% | +21.4% | +22.5% | +28.0% |
| 10Y | +264.8% | +178.0% | +86.8% | +128.2% |
| All | +264.8% | +183.5% | +81.3% | +128.2% |
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