+173.3%
IRM vs JBHT
+17.1%
+156.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | -8.6% | -1.6% | -7.0% | -8.1% |
| 30D | -8.0% | -2.3% | -5.7% | -7.4% |
| 3M | -12.0% | -18.5% | +6.5% | -7.2% |
| 6M | -18.2% | -11.3% | -6.9% | -16.3% |
| YTD | +31.4% | +12.6% | +18.8% | +24.1% |
| 1Y | +9.2% | +29.8% | -20.6% | -1.5% |
| 3Y | +94.6% | +28.1% | +66.5% | +70.6% |
| All | +173.3% | +17.1% | +156.2% | +136.0% |
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