+265.9%
IONQ vs JBHT
+111.6%
+154.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.3% |
| 7D | +0.8% | +4.9% | -4.1% | -1.8% |
| 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% | -4.2% |
| YTD | -11.9% | +41.7% | -53.6% | -29.1% |
| 1Y | -6.2% | +90.0% | -96.1% | -38.8% |
| 3Y | +125.7% | +47.0% | +78.7% | +69.6% |
| 5Y | +296.0% | +58.3% | +237.7% | +183.1% |
| All | +265.9% | +111.6% | +154.3% | +138.4% |
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 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