+34.7%
IEMG vs JBHT
+22.5%
+12.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | +2.7% | +7.0% | -4.3% | +1.2% |
| 30D | -5.7% | +0.5% | -6.2% | -5.9% |
| 3M | -8.8% | -17.4% | +8.6% | -5.4% |
| 6M | -8.9% | -1.7% | -7.2% | -9.4% |
| YTD | +11.2% | +20.7% | -9.5% | +5.2% |
| 1Y | +12.2% | +41.1% | -28.9% | +2.5% |
| 3Y | +68.5% | +38.0% | +30.5% | +50.5% |
| All | +34.7% | +22.5% | +12.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling