+150.3%
IJR vs JBHT
+176.2%
-25.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.3% | +4.2% | -1.9% | +0.5% |
| 30D | +2.2% | -0.4% | +2.6% | +2.3% |
| 3M | -5.3% | -17.3% | +12.0% | +1.7% |
| 6M | +4.3% | -3.5% | +7.8% | +3.8% |
| YTD | +18.0% | +18.0% | -0.1% | +6.5% |
| 1Y | +19.2% | +35.5% | -16.3% | +0.9% |
| 3Y | +61.1% | +34.8% | +26.3% | +31.6% |
| 5Y | +27.3% | +19.7% | +7.6% | +7.1% |
| All | +150.3% | +176.2% | -25.9% | +32.4% |
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 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