+212.6%
IEFA vs JBLU
-16.5%
+229.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -5.0% | +3.4% | -0.8% |
| 30D | -1.5% | -23.9% | +22.4% | +2.4% |
| 3M | +3.4% | -11.6% | +15.1% | +4.6% |
| 6M | +9.5% | -0.2% | +9.7% | +7.8% |
| YTD | +13.0% | -3.3% | +16.3% | +11.0% |
| 1Y | +18.0% | -15.4% | +33.4% | +17.7% |
| 3Y | +65.4% | -14.7% | +80.1% | +50.6% |
| 5Y | +51.6% | -70.0% | +121.6% | +61.5% |
| 10Y | +146.7% | -72.9% | +219.6% | +145.4% |
| All | +212.6% | -16.5% | +229.1% | +157.4% |
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