+1,131.4%
IJR vs JBHT
+7,211.5%
-6,080.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.8% |
| 7D | +0.2% | +0.4% | -0.3% | 0.0% |
| 30D | +3.0% | -2.0% | +5.0% | +3.7% |
| 3M | -4.5% | -16.3% | +11.8% | +1.3% |
| 6M | +3.1% | -8.2% | +11.4% | +5.0% |
| YTD | +18.9% | +16.3% | +2.6% | +9.8% |
| 1Y | +21.7% | +32.2% | -10.5% | +6.8% |
| 3Y | +64.0% | +34.4% | +29.7% | +38.8% |
| 5Y | +27.6% | +20.3% | +7.3% | +10.7% |
| 10Y | +167.5% | +185.2% | -17.7% | +62.3% |
| All | +1,131.4% | +7,211.5% | -6,080.1% | +181.9% |
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 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