+183.1%
IJH vs JBHT
+266.9%
-83.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | 0.0% |
| 7D | -0.7% | +2.9% | -3.6% | -2.0% |
| 30D | -3.8% | +0.6% | -4.5% | -4.3% |
| 3M | 0.0% | -6.6% | +6.6% | +2.3% |
| 6M | +8.8% | +23.6% | -14.8% | -2.0% |
| YTD | +13.5% | +38.6% | -25.1% | -3.1% |
| 1Y | +15.4% | +91.5% | -76.1% | -16.2% |
| 3Y | +50.9% | +49.3% | +1.6% | +19.4% |
| 5Y | +47.8% | +62.3% | -14.5% | +8.7% |
| 10Y | +183.1% | +276.9% | -93.9% | +35.8% |
| All | +183.1% | +266.9% | -83.8% | +35.8% |
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