+167.6%
IRM vs JBHT
+15.0%
+152.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.6% | -7.5% | -10.1% |
| 7D | -10.9% | -1.4% | -9.5% | -10.4% |
| 30D | -9.4% | -3.1% | -6.4% | -8.6% |
| 3M | -16.4% | -19.5% | +3.2% | -11.4% |
| 6M | -18.7% | -9.6% | -9.1% | -17.3% |
| YTD | +30.1% | +13.3% | +16.8% | +22.7% |
| 1Y | +8.5% | +29.7% | -21.1% | -2.0% |
| 3Y | +88.0% | +28.3% | +59.7% | +64.9% |
| 5Y | +167.6% | +18.5% | +149.1% | +129.8% |
| All | +167.6% | +15.0% | +152.6% | +129.8% |
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