+707.3%
IYR vs JBHT
+7,023.1%
-6,315.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -0.6% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +7.3% | -3.1% | +10.4% | +8.3% |
| 3M | -2.0% | -19.5% | +17.5% | +4.3% |
| 6M | +1.5% | -9.6% | +11.1% | +3.5% |
| YTD | +10.5% | +13.3% | -2.8% | +3.9% |
| 1Y | +10.5% | +29.7% | -19.1% | -0.8% |
| 3Y | +37.4% | +28.3% | +9.1% | +19.4% |
| 5Y | +5.9% | +18.5% | -12.6% | -7.4% |
| 10Y | +85.0% | +198.1% | -113.1% | +12.8% |
| All | +707.3% | +7,023.1% | -6,315.8% | +184.0% |
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