+157.2%
IJR vs JBHT
+183.5%
-26.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | -3.8% | -14.0% | +10.3% | +1.6% |
| 6M | +4.3% | -5.1% | +9.4% | +4.6% |
| YTD | +19.4% | +18.0% | +1.4% | +7.8% |
| 1Y | +20.5% | +36.5% | -16.0% | +1.7% |
| 3Y | +63.0% | +34.8% | +28.3% | +33.2% |
| 5Y | +28.6% | +21.4% | +7.1% | +7.4% |
| 10Y | +157.2% | +178.0% | -20.8% | +35.0% |
| All | +157.2% | +183.5% | -26.3% | +35.0% |
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