+6.8%
IYR vs JBHT
+20.8%
-14.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.8% |
| 7D | +2.3% | +0.4% | +1.8% | +2.2% |
| 30D | +7.4% | -2.0% | +9.3% | +7.8% |
| 3M | -0.7% | -16.3% | +15.6% | +3.0% |
| 6M | +1.6% | -8.2% | +9.9% | +2.6% |
| YTD | +11.6% | +16.3% | -4.7% | +5.4% |
| 1Y | +10.5% | +32.2% | -21.7% | +0.7% |
| 3Y | +43.4% | +34.4% | +9.0% | +26.5% |
| 5Y | +6.8% | +20.3% | -13.5% | -6.5% |
| All | +6.8% | +20.8% | -14.0% | -6.5% |
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 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