+25.9%
IWM vs JBHT
+22.9%
+3.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +1.9% | -0.1% | +1.9% | +1.8% |
| 3M | -5.7% | -14.0% | +8.3% | -1.2% |
| 6M | -0.3% | -5.1% | +4.8% | -0.2% |
| YTD | +15.8% | +18.0% | -2.3% | +5.7% |
| 1Y | +17.1% | +36.5% | -19.4% | +0.7% |
| 3Y | +73.1% | +34.8% | +38.3% | +45.2% |
| 5Y | +25.9% | +21.4% | +4.4% | +4.6% |
| All | +25.9% | +22.9% | +3.0% | +4.6% |
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