+1,096.0%
IJR vs JBHT
+6,976.2%
-5,880.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -1.9% | -1.6% | -0.3% | -1.3% |
| 30D | +0.4% | -2.3% | +2.7% | +1.2% |
| 3M | -6.6% | -18.5% | +11.9% | +0.1% |
| 6M | -0.3% | -11.3% | +11.0% | +2.8% |
| YTD | +15.5% | +12.6% | +2.9% | +8.0% |
| 1Y | +19.2% | +29.8% | -10.5% | +5.4% |
| 3Y | +54.6% | +28.1% | +26.5% | +33.2% |
| 5Y | +23.8% | +17.7% | +6.1% | +8.3% |
| 10Y | +175.0% | +196.1% | -21.1% | +64.7% |
| All | +1,096.0% | +6,976.2% | -5,880.3% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling