+144.8%
IEMG vs JBHT
+266.9%
-122.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +1.6% | +2.9% | -1.3% | +0.8% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | +4.8% | -6.6% | +11.4% | +6.4% |
| 6M | +16.8% | +23.6% | -6.8% | +9.4% |
| YTD | +24.8% | +38.6% | -13.7% | +13.0% |
| 1Y | +34.3% | +91.5% | -57.2% | +9.8% |
| 3Y | +87.0% | +49.3% | +37.7% | +60.4% |
| 5Y | +49.9% | +62.3% | -12.4% | +22.1% |
| 10Y | +144.8% | +276.9% | -132.2% | +47.1% |
| All | +144.8% | +266.9% | -122.1% | +47.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling