+117.9%
IEMG vs JBHT
+342.7%
-224.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | -8.8% | -2.0% | -6.8% | -8.3% |
| 3M | -7.2% | -16.3% | +9.1% | -2.8% |
| 6M | -9.8% | -8.2% | -1.6% | -8.6% |
| YTD | +11.4% | +16.3% | -4.9% | +4.6% |
| 1Y | +13.2% | +32.2% | -19.0% | +2.2% |
| 3Y | +70.0% | +34.4% | +35.7% | +47.4% |
| 5Y | +36.6% | +20.3% | +16.3% | +20.0% |
| 10Y | +121.0% | +185.2% | -64.2% | +29.8% |
| All | +117.9% | +342.7% | -224.8% | +10.3% |
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