+27.2%
IJR vs JBHT
+22.5%
+4.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.8% |
| 7D | +2.2% | +7.0% | -4.9% | -0.3% |
| 30D | +3.8% | +0.5% | +3.3% | +3.6% |
| 3M | -5.7% | -17.4% | +11.6% | +0.3% |
| 6M | +4.6% | -1.7% | +6.4% | +3.4% |
| YTD | +18.0% | +20.7% | -2.8% | +6.8% |
| 1Y | +21.8% | +41.1% | -19.3% | +3.6% |
| 3Y | +61.1% | +38.0% | +23.1% | +34.0% |
| All | +27.2% | +22.5% | +4.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling