+13.9%
IEMG vs JBHT
+34.8%
-21.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -10.3% | -1.2% | -9.2% | -10.2% |
| 3M | -6.6% | -17.1% | +10.5% | -3.8% |
| 6M | -3.9% | -4.4% | +0.5% | -4.7% |
| YTD | +12.4% | +17.5% | -5.1% | +6.4% |
| 1Y | +13.9% | +32.6% | -18.7% | +7.4% |
| All | +13.9% | +34.8% | -21.0% | +7.4% |
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