+129.1%
IEF vs JBHT
+4,027.1%
-3,897.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.2% |
| 7D | +0.8% | -1.4% | +2.2% | +0.7% |
| 30D | +3.2% | -3.1% | +6.3% | +3.1% |
| 3M | -1.1% | -19.5% | +18.5% | -2.0% |
| 6M | -1.4% | -9.6% | +8.2% | -1.7% |
| YTD | -1.8% | +13.3% | -15.1% | -0.9% |
| 1Y | -1.2% | +29.7% | -30.9% | +0.4% |
| 3Y | +11.5% | +28.3% | -16.8% | +13.9% |
| 5Y | -7.7% | +18.5% | -26.2% | -5.8% |
| 10Y | +4.9% | +198.1% | -193.2% | +15.4% |
| All | +129.1% | +4,027.1% | -3,897.9% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling