+733.6%
IWM vs JBHT
+7,023.1%
-6,289.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.2% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | -3.7% | -3.1% | -0.6% | -2.6% |
| 3M | -9.4% | -19.5% | +10.2% | -2.3% |
| 6M | -3.6% | -9.6% | +6.0% | -1.4% |
| YTD | +10.8% | +13.3% | -2.5% | +3.3% |
| 1Y | +11.9% | +29.7% | -17.8% | -1.3% |
| 3Y | +60.6% | +28.3% | +32.3% | +37.7% |
| 5Y | +19.2% | +18.5% | +0.7% | +3.8% |
| 10Y | +165.3% | +198.1% | -32.8% | +56.4% |
| All | +733.6% | +7,023.1% | -6,289.4% | +87.4% |
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