-8.4%
IP vs JBHT
+21.5%
-29.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | +11.2% | -1.2% | +12.4% | +11.5% |
| 3M | -14.8% | -17.1% | +2.4% | -9.8% |
| 6M | +17.3% | -4.4% | +21.7% | +17.3% |
| YTD | -6.2% | +17.5% | -23.7% | -13.1% |
| 1Y | +2.3% | +32.6% | -30.3% | -9.3% |
| 3Y | +17.7% | +33.0% | -15.4% | -0.1% |
| 5Y | -8.4% | +20.3% | -28.8% | -23.2% |
| All | -8.4% | +21.5% | -29.9% | -23.2% |
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