+39.1%
IWM vs JBHT
+58.3%
-19.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | +0.1% | +4.9% | -4.8% | -1.7% |
| 30D | -1.3% | +0.6% | -1.8% | -1.7% |
| 3M | +1.6% | -3.2% | +4.8% | +2.3% |
| 6M | +13.6% | +17.0% | -3.4% | +5.7% |
| YTD | +20.8% | +41.7% | -20.9% | +4.1% |
| 1Y | +26.4% | +90.0% | -63.6% | -4.3% |
| 3Y | +60.7% | +47.0% | +13.7% | +32.9% |
| All | +39.1% | +58.3% | -19.1% | +9.3% |
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