+16.3%
IEFA vs JBLU
-13.4%
+29.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.5% | +1.2% |
| 7D | +1.9% | +24.9% | -23.0% | -0.6% |
| 30D | +1.4% | -12.3% | +13.7% | +2.8% |
| 3M | -1.4% | -44.5% | +43.1% | +5.1% |
| 6M | +6.3% | -25.7% | +32.0% | +8.7% |
| YTD | +11.9% | -21.8% | +33.6% | +12.1% |
| All | +16.3% | -13.4% | +29.6% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling