+492.8%
IBM vs JBLU
-66.2%
+559.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +1.6% | +2.5% | -0.9% | +1.2% |
| 30D | +9.2% | +24.9% | -15.7% | +5.0% |
| 3M | +4.9% | -35.2% | +40.1% | +10.4% |
| 6M | +16.8% | -20.0% | +36.8% | +18.6% |
| YTD | -14.3% | -17.4% | +3.1% | -14.5% |
| 1Y | -16.7% | -13.0% | -3.8% | -17.6% |
| 3Y | +82.2% | -5.3% | +87.5% | +64.6% |
| 5Y | +149.9% | -75.2% | +225.1% | +168.3% |
| 10Y | +142.6% | -80.5% | +223.0% | +151.9% |
| All | +492.8% | -66.2% | +559.0% | +334.0% |
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 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