+56.5%
IOT vs JBHT
+41.8%
+14.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.5% |
| 7D | +5.1% | +2.9% | +2.1% | +3.7% |
| 30D | -3.0% | +0.6% | -3.7% | -3.6% |
| 3M | +15.0% | -6.6% | +21.6% | +18.0% |
| 6M | +13.1% | +23.6% | -10.4% | +0.1% |
| YTD | +9.0% | +38.6% | -29.5% | -10.8% |
| 1Y | +0.1% | +91.5% | -91.4% | -33.6% |
| 3Y | +26.4% | +49.3% | -22.9% | -5.0% |
| All | +56.5% | +41.8% | +14.7% | +14.8% |
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