+773.8%
IWM vs JBHT
+7,285.6%
-6,511.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | -5.6% | -17.1% | +11.5% | +0.6% |
| 6M | +2.7% | -4.4% | +7.1% | +2.9% |
| YTD | +16.2% | +17.5% | -1.3% | +6.7% |
| 1Y | +18.9% | +32.6% | -13.6% | +4.0% |
| 3Y | +68.3% | +33.0% | +35.3% | +42.3% |
| 5Y | +26.7% | +20.3% | +6.3% | +9.5% |
| 10Y | +178.1% | +209.1% | -31.0% | +61.6% |
| All | +773.8% | +7,285.6% | -6,511.8% | +93.7% |
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