+197.8%
IEFA vs JBHT
+328.5%
-130.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | -1.5% | -2.3% | +0.8% | -0.9% |
| 3M | -5.2% | -18.5% | +13.3% | -0.2% |
| 6M | -1.6% | -11.3% | +9.7% | +0.5% |
| YTD | +7.7% | +12.6% | -4.9% | +2.1% |
| 1Y | +12.2% | +29.8% | -17.5% | +1.9% |
| 3Y | +62.1% | +28.1% | +34.0% | +42.7% |
| 5Y | +43.7% | +17.7% | +26.0% | +27.1% |
| 10Y | +142.7% | +196.1% | -53.4% | +43.7% |
| All | +197.8% | +328.5% | -130.7% | +56.9% |
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 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