+1,428.5%
IBKR vs JBLU
-57.4%
+1,485.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -5.0% | +3.6% | -0.1% |
| 30D | -0.2% | -23.9% | +23.6% | +6.4% |
| 3M | +3.0% | -11.6% | +14.6% | +4.9% |
| 6M | +33.9% | -0.2% | +34.1% | +30.9% |
| YTD | +42.5% | -3.3% | +45.8% | +39.1% |
| 1Y | +44.9% | -15.4% | +60.2% | +45.3% |
| 3Y | +293.0% | -14.7% | +307.7% | +243.2% |
| 5Y | +497.7% | -70.0% | +567.7% | +565.3% |
| 10Y | +1,004.4% | -72.9% | +1,077.3% | +1,017.7% |
| All | +1,428.5% | -57.4% | +1,485.9% | +863.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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