+12.4%
IEF vs JBHT
+31.9%
-19.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +2.7% | -2.0% | +4.6% | +2.7% |
| 3M | -0.8% | -16.3% | +15.5% | -0.6% |
| 6M | -1.7% | -8.2% | +6.6% | -1.6% |
| YTD | -1.6% | +16.3% | -17.9% | -1.7% |
| 1Y | -1.6% | +32.2% | -33.8% | -1.7% |
| 3Y | +12.4% | +34.4% | -22.0% | +12.9% |
| All | +12.4% | +31.9% | -19.5% | +12.9% |
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