+217.5%
IEFA vs JBHT
+439.2%
-221.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | +0.6% | +4.9% | -4.3% | -0.8% |
| 30D | +1.0% | +0.6% | +0.5% | +0.7% |
| 3M | +4.7% | -3.2% | +7.9% | +5.2% |
| 6M | +8.6% | +17.0% | -8.4% | +2.8% |
| YTD | +14.8% | +41.7% | -26.8% | +2.5% |
| 1Y | +22.6% | +90.0% | -67.4% | -0.8% |
| 3Y | +67.0% | +47.0% | +20.0% | +42.6% |
| 5Y | +52.3% | +58.3% | -6.0% | +23.6% |
| 10Y | +147.3% | +273.9% | -126.6% | +37.7% |
| All | +217.5% | +439.2% | -221.7% | +57.6% |
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