+123.0%
IBM vs JBLU
-70.3%
+193.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.9% |
| 7D | +3.6% | -5.0% | +8.5% | +4.1% |
| 30D | +3.1% | -23.9% | +27.0% | +5.9% |
| 3M | -10.8% | -11.6% | +0.8% | -9.9% |
| 6M | -0.8% | -0.2% | -0.6% | -1.6% |
| YTD | -16.2% | -3.3% | -12.9% | -16.8% |
| 1Y | -2.9% | -15.4% | +12.5% | -2.7% |
| 3Y | +79.8% | -14.7% | +94.6% | +69.8% |
| All | +123.0% | -70.3% | +193.3% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling