-16.1%
IP vs JBHT
+58.3%
-74.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.2% |
| 7D | -5.3% | +4.9% | -10.1% | -6.8% |
| 30D | -10.9% | +0.6% | -11.4% | -11.2% |
| 3M | +11.2% | -3.2% | +14.4% | +12.0% |
| 6M | -10.2% | +17.0% | -27.2% | -15.7% |
| YTD | -2.0% | +41.7% | -43.6% | -13.8% |
| 1Y | -19.1% | +90.0% | -109.1% | -36.3% |
| 3Y | +20.9% | +47.0% | -26.1% | +0.8% |
| All | -16.1% | +58.3% | -74.4% | -31.0% |
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