+193.5%
IRM vs JBHT
+58.3%
+135.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.8% |
| 7D | -0.5% | +4.9% | -5.3% | -1.9% |
| 30D | -8.1% | +0.6% | -8.7% | -8.3% |
| 3M | -9.7% | -3.2% | -6.5% | -9.2% |
| 6M | +10.0% | +17.0% | -7.0% | +4.2% |
| YTD | +43.0% | +41.7% | +1.3% | +27.3% |
| 1Y | +32.7% | +90.0% | -57.3% | +6.8% |
| 3Y | +102.7% | +47.0% | +55.7% | +73.8% |
| All | +193.5% | +58.3% | +135.2% | +134.9% |
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