+146.1%
IEMG vs JBHT
+276.4%
-130.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.8% | +7.1% | -4.3% | +0.9% |
| 30D | +4.6% | +2.3% | +2.3% | +3.9% |
| 3M | +5.5% | -4.5% | +10.0% | +6.5% |
| 6M | +19.7% | +29.2% | -9.5% | +10.7% |
| YTD | +25.5% | +42.2% | -16.7% | +12.8% |
| 1Y | +35.5% | +93.7% | -58.2% | +10.5% |
| 3Y | +88.0% | +53.2% | +34.8% | +60.1% |
| 5Y | +50.6% | +62.4% | -11.8% | +22.8% |
| All | +146.1% | +276.4% | -130.3% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling