-7.1%
IEF vs JBHT
+17.1%
-24.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +3.1% | -2.3% | +5.4% | +3.1% |
| 3M | -0.5% | -18.5% | +18.0% | -0.2% |
| 6M | -1.6% | -11.3% | +9.6% | -1.5% |
| YTD | -1.6% | +12.6% | -14.1% | -1.8% |
| 1Y | -1.5% | +29.8% | -31.2% | -1.9% |
| 3Y | +12.4% | +28.1% | -15.7% | +11.9% |
| All | -7.1% | +17.1% | -24.2% | -7.2% |
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 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