+18.5%
JBHT vs IBN
+63.6%
-45.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.6% | -4.9% |
| 7D | -1.4% | +11.7% | -13.1% | -5.1% |
| 30D | -3.1% | +16.1% | -19.2% | -8.0% |
| 3M | -19.5% | +7.0% | -26.6% | -21.5% |
| 6M | -9.6% | +26.1% | -35.6% | -16.8% |
| YTD | +13.3% | +10.1% | +3.2% | +8.9% |
| 1Y | +29.7% | +8.0% | +21.7% | +25.2% |
| 3Y | +28.3% | +46.0% | -17.7% | +8.3% |
| 5Y | +18.5% | +63.9% | -45.4% | -7.2% |
| All | +18.5% | +63.6% | -45.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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