+347.5%
IP vs JBHT
+11,680.3%
-11,332.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +0.1% | +7.1% | -7.1% | -1.9% |
| 30D | -11.2% | +2.3% | -13.6% | -12.0% |
| 3M | +12.3% | -4.5% | +16.8% | +13.5% |
| 6M | -5.2% | +29.2% | -34.5% | -12.5% |
| YTD | -4.0% | +42.2% | -46.1% | -13.8% |
| 1Y | -19.2% | +93.7% | -113.0% | -34.4% |
| 3Y | +20.3% | +53.2% | -32.9% | +2.9% |
| 5Y | -17.5% | +62.4% | -79.9% | -31.5% |
| 10Y | +21.2% | +274.7% | -253.5% | -20.7% |
| All | +347.5% | +11,680.3% | -11,332.8% | +60.3% |
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