+144.7%
IONQ vs JBHT
+69.3%
+75.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.6% | -7.0% | -8.6% |
| 7D | -16.7% | -1.4% | -15.3% | -15.9% |
| 30D | -38.9% | -3.1% | -35.9% | -37.8% |
| 3M | -33.8% | -19.5% | -14.3% | -25.8% |
| 6M | -44.9% | -9.6% | -35.4% | -43.1% |
| YTD | -41.1% | +13.3% | -54.4% | -46.8% |
| 1Y | -52.3% | +29.7% | -82.0% | -60.2% |
| 3Y | +128.2% | +28.3% | +99.9% | +81.7% |
| 5Y | +37.2% | +18.5% | +18.7% | +13.3% |
| All | +144.7% | +69.3% | +75.5% | +78.8% |
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