+6.1%
IYR vs JBHT
+17.8%
-11.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -0.9% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +7.3% | -3.1% | +10.4% | +8.1% |
| 3M | -2.0% | -19.5% | +17.5% | +2.6% |
| 6M | +1.5% | -9.6% | +11.1% | +2.9% |
| YTD | +10.5% | +13.3% | -2.8% | +5.1% |
| 1Y | +10.5% | +29.7% | -19.1% | +1.2% |
| 3Y | +37.4% | +28.3% | +9.1% | +22.9% |
| All | +6.1% | +17.8% | -11.8% | -6.7% |
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 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