+41.0%
IJR vs JBHT
+58.3%
-17.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.7% |
| 7D | -0.2% | +4.9% | -5.0% | -2.0% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | +3.9% | -3.2% | +7.1% | +4.6% |
| 6M | +12.4% | +17.0% | -4.6% | +4.7% |
| YTD | +21.5% | +41.7% | -20.2% | +4.9% |
| 1Y | +24.0% | +90.0% | -66.0% | -5.9% |
| 3Y | +49.7% | +47.0% | +2.7% | +23.7% |
| All | +41.0% | +58.3% | -17.3% | +11.2% |
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