+145.4%
IEMG vs JBHT
+439.2%
-293.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.8% |
| 7D | +2.2% | +4.9% | -2.6% | +0.8% |
| 30D | +4.6% | +0.6% | +4.0% | +4.3% |
| 3M | +0.4% | -3.2% | +3.6% | +0.9% |
| 6M | +16.4% | +17.0% | -0.6% | +10.1% |
| YTD | +25.4% | +41.7% | -16.2% | +11.9% |
| 1Y | +38.3% | +90.0% | -51.7% | +11.6% |
| 3Y | +84.1% | +47.0% | +37.1% | +56.9% |
| 5Y | +49.0% | +58.3% | -9.3% | +20.5% |
| 10Y | +141.8% | +273.9% | -132.1% | +30.6% |
| All | +145.4% | +439.2% | -293.7% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling