-2.3%
IEF vs JBHT
+33.2%
-35.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | +1.8% | -1.1% | +2.9% | +1.8% |
| 3M | -1.2% | -14.8% | +13.6% | -0.9% |
| 6M | -2.5% | -7.4% | +4.9% | -2.5% |
| YTD | -2.5% | +17.3% | -19.8% | -3.4% |
| 1Y | -2.3% | +35.3% | -37.6% | -3.7% |
| All | -2.3% | +33.2% | -35.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling