+161.6%
IJR vs JBHT
+186.6%
-25.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +2.6% | -1.1% | +3.7% | +3.0% |
| 3M | -4.3% | -14.8% | +10.5% | +1.4% |
| 6M | +2.7% | -7.4% | +10.2% | +4.2% |
| YTD | +18.5% | +17.3% | +1.1% | +7.2% |
| 1Y | +20.1% | +35.3% | -15.3% | +1.7% |
| 3Y | +61.7% | +33.9% | +27.8% | +32.4% |
| 5Y | +28.5% | +22.5% | +6.0% | +6.8% |
| 10Y | +161.6% | +181.3% | -19.8% | +36.0% |
| All | +161.6% | +186.6% | -25.0% | +36.0% |
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