+202.0%
IONQ vs JBHT
+68.1%
+133.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.8% |
| 7D | +8.6% | -1.6% | +10.2% | +9.6% |
| 30D | -21.1% | -2.3% | -18.8% | -20.0% |
| 3M | -17.9% | -18.5% | +0.6% | -8.7% |
| 6M | -37.9% | -11.3% | -26.7% | -35.3% |
| YTD | -27.3% | +12.6% | -39.9% | -34.1% |
| 1Y | -43.2% | +29.8% | -73.0% | -52.7% |
| 3Y | +191.0% | +28.1% | +162.9% | +131.5% |
| 5Y | +69.3% | +17.7% | +51.6% | +40.2% |
| All | +202.0% | +68.1% | +133.9% | +121.4% |
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