+294.8%
IONQ vs JBHT
+58.3%
+236.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.4% |
| 7D | +0.8% | +4.9% | -4.1% | -2.0% |
| 30D | -1.0% | +0.6% | -1.6% | -1.1% |
| 3M | -39.8% | -3.2% | -36.6% | -39.1% |
| 6M | +6.4% | +17.0% | -10.5% | -5.0% |
| YTD | -11.9% | +41.7% | -53.6% | -30.3% |
| 1Y | -6.2% | +90.0% | -96.1% | -40.9% |
| 3Y | +125.7% | +47.0% | +78.7% | +65.8% |
| All | +294.8% | +58.3% | +236.5% | +171.5% |
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