+87.7%
IYR vs JBHT
+183.5%
-95.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +6.1% | -0.1% | +6.2% | +6.0% |
| 3M | +0.9% | -14.0% | +15.0% | +4.7% |
| 6M | +1.2% | -5.1% | +6.2% | +1.4% |
| YTD | +11.1% | +18.0% | -6.9% | +3.5% |
| 1Y | +9.0% | +36.5% | -27.6% | -3.1% |
| 3Y | +41.4% | +34.8% | +6.6% | +22.1% |
| 5Y | +6.7% | +21.4% | -14.8% | -6.6% |
| 10Y | +87.7% | +178.0% | -90.3% | +20.5% |
| All | +87.7% | +183.5% | -95.8% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling