+10,278.9%
IRM vs JBHT
+7,665.9%
+2,613.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | +5.6% | -1.2% | +6.8% | +5.8% |
| 3M | -4.7% | -17.1% | +12.4% | -1.1% |
| 6M | -6.1% | -4.4% | -1.7% | -5.9% |
| YTD | +46.3% | +17.5% | +28.8% | +39.6% |
| 1Y | +18.7% | +32.6% | -13.9% | +10.2% |
| 3Y | +111.5% | +33.0% | +78.5% | +92.3% |
| 5Y | +210.3% | +20.3% | +189.9% | +185.9% |
| 10Y | +528.6% | +209.1% | +319.5% | +367.6% |
| All | +10,278.9% | +7,665.9% | +2,613.0% | +5,088.8% |
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 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