+167.0%
IJR vs JBHT
+276.8%
-109.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.9% | +7.1% | -6.2% | -2.1% |
| 30D | -3.1% | +2.3% | -5.5% | -4.4% |
| 3M | +4.4% | -4.5% | +8.9% | +5.8% |
| 6M | +16.1% | +29.2% | -13.1% | +2.2% |
| YTD | +20.6% | +42.2% | -21.6% | +1.3% |
| 1Y | +22.9% | +93.7% | -70.9% | -12.1% |
| 3Y | +55.2% | +53.2% | +2.0% | +21.0% |
| 5Y | +41.1% | +62.4% | -21.3% | +3.4% |
| 10Y | +167.0% | +274.7% | -107.7% | +21.9% |
| All | +167.0% | +276.8% | -109.8% | +21.9% |
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