+20.0%
IEFA vs JBHT
+93.0%
-73.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +1.2% | +7.1% | -6.0% | +0.4% |
| 30D | -0.6% | +2.3% | -2.9% | -0.9% |
| 3M | +6.2% | -4.5% | +10.7% | +6.6% |
| 6M | +11.2% | +29.2% | -18.1% | +7.1% |
| YTD | +14.2% | +42.2% | -28.0% | +9.4% |
| 1Y | +20.0% | +93.7% | -73.7% | +13.3% |
| All | +20.0% | +93.0% | -73.0% | +13.3% |
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