+167.5%
IJR vs JBHT
+191.4%
-23.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.6% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | +3.0% | -2.2% | +5.2% | +3.9% |
| 3M | -4.5% | -16.5% | +12.0% | +2.1% |
| 6M | +3.1% | -8.4% | +11.6% | +5.0% |
| YTD | +18.9% | +16.1% | +2.8% | +8.1% |
| 1Y | +21.7% | +31.9% | -10.2% | +4.2% |
| 3Y | +64.0% | +34.1% | +29.9% | +34.1% |
| 5Y | +27.6% | +20.1% | +7.5% | +7.0% |
| 10Y | +167.5% | +184.7% | -17.2% | +36.8% |
| All | +167.5% | +191.4% | -23.9% | +36.8% |
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