+37.2%
ICE vs JBHT
+20.5%
+16.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +11.4% | -2.2% | +13.6% | +11.7% |
| 3M | +16.2% | -16.5% | +32.6% | +19.1% |
| 6M | +12.5% | -8.4% | +20.9% | +13.0% |
| YTD | +8.6% | +16.1% | -7.5% | +3.6% |
| 1Y | +18.4% | +31.9% | -13.6% | +9.9% |
| 3Y | +66.4% | +34.1% | +32.3% | +50.4% |
| 5Y | +37.2% | +20.1% | +17.1% | +23.7% |
| All | +37.2% | +20.5% | +16.7% | +23.7% |
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 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