+161.6%
IWM vs JBHT
+192.4%
-30.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -2.0% | -1.6% | -0.4% | -1.3% |
| 30D | -1.5% | -2.3% | +0.8% | -0.6% |
| 3M | -8.0% | -18.5% | +10.5% | -0.8% |
| 6M | -4.1% | -11.3% | +7.2% | -1.1% |
| YTD | +11.9% | +12.6% | -0.6% | +3.2% |
| 1Y | +15.0% | +29.8% | -14.7% | -0.6% |
| 3Y | +64.2% | +28.1% | +36.1% | +37.5% |
| 5Y | +20.4% | +17.7% | +2.7% | +2.2% |
| All | +161.6% | +192.4% | -30.8% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling