+7,645.2%
JBHT vs IBN
+1,653.1%
+5,992.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.6% | -4.4% |
| 7D | -1.4% | +11.7% | -13.1% | -3.8% |
| 30D | -3.1% | +16.1% | -19.2% | -6.3% |
| 3M | -19.5% | +7.0% | -26.6% | -20.8% |
| 6M | -9.6% | +26.1% | -35.6% | -14.2% |
| YTD | +13.3% | +10.1% | +3.2% | +10.6% |
| 1Y | +29.7% | +8.0% | +21.7% | +27.1% |
| 3Y | +28.3% | +46.0% | -17.7% | +16.8% |
| 5Y | +18.5% | +63.9% | -45.4% | +4.7% |
| 10Y | +198.1% | +366.1% | -167.9% | +98.5% |
| All | +7,645.2% | +1,653.1% | +5,992.1% | +3,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling