+65.9%
ICE vs JBHT
+27.4%
+38.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | +12.9% | -2.3% | +15.2% | +13.0% |
| 3M | +15.4% | -18.5% | +33.9% | +16.5% |
| 6M | +13.1% | -11.3% | +24.4% | +13.3% |
| YTD | +7.5% | +12.6% | -5.1% | +5.6% |
| 1Y | +18.3% | +29.8% | -11.4% | +14.9% |
| 3Y | +65.9% | +28.1% | +37.8% | +57.7% |
| All | +65.9% | +27.4% | +38.5% | +57.7% |
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