+808.3%
IWM vs JBHT
+8,804.9%
-7,996.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | +0.1% | +4.9% | -4.8% | -1.8% |
| 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% | +5.6% |
| YTD | +20.8% | +41.7% | -20.9% | +3.9% |
| 1Y | +26.4% | +90.0% | -63.6% | -4.8% |
| 3Y | +60.7% | +47.0% | +13.7% | +31.4% |
| 5Y | +38.2% | +58.3% | -20.1% | +7.8% |
| 10Y | +169.5% | +273.9% | -104.4% | +46.4% |
| All | +808.3% | +8,804.9% | -7,996.6% | +88.6% |
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 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