+135.2%
IEMG vs JBHT
+183.5%
-48.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | -5.5% | -14.0% | +8.5% | -2.2% |
| 6M | -8.3% | -5.1% | -3.2% | -8.0% |
| YTD | +13.2% | +18.0% | -4.9% | +6.4% |
| 1Y | +13.0% | +36.5% | -23.5% | +1.8% |
| 3Y | +71.6% | +34.8% | +36.8% | +50.3% |
| 5Y | +37.1% | +21.4% | +15.7% | +21.4% |
| 10Y | +135.2% | +178.0% | -42.7% | +53.8% |
| All | +135.2% | +183.5% | -48.2% | +53.8% |
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