+32.1%
IP vs JBHT
+207.9%
-175.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.4% | +1.7% | +1.7% | +2.6% |
| 30D | +11.2% | -1.2% | +12.4% | +11.6% |
| 3M | -14.8% | -17.1% | +2.4% | -8.6% |
| 6M | +17.3% | -4.4% | +21.7% | +17.3% |
| YTD | -6.2% | +17.5% | -23.7% | -14.8% |
| 1Y | +2.3% | +32.6% | -30.3% | -12.1% |
| 3Y | +17.7% | +33.0% | -15.4% | -3.7% |
| 5Y | -8.4% | +20.3% | -28.8% | -23.9% |
| 10Y | +32.1% | +209.1% | -177.0% | -35.1% |
| All | +32.1% | +207.9% | -175.8% | -35.1% |
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