+153.1%
IWM vs JBHT
+183.2%
-30.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.4% |
| 30D | -1.5% | -2.1% | +0.6% | -0.7% |
| 3M | -8.0% | -18.3% | +10.3% | -0.9% |
| 6M | -4.1% | -11.1% | +7.0% | -1.2% |
| YTD | +11.9% | +12.8% | -0.9% | +3.1% |
| 1Y | +15.0% | +30.0% | -15.0% | -0.6% |
| 3Y | +64.2% | +28.3% | +35.9% | +37.4% |
| 5Y | +20.4% | +17.9% | +2.5% | +2.1% |
| All | +153.1% | +183.2% | -30.1% | +33.9% |
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