+142.3%
IEMG vs JBLU
-16.5%
+158.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -5.0% | +3.7% | -0.6% |
| 30D | +1.9% | -23.9% | +25.8% | +5.9% |
| 3M | +1.4% | -11.6% | +13.1% | +2.6% |
| 6M | +15.2% | -0.2% | +15.4% | +13.6% |
| YTD | +23.8% | -3.3% | +27.1% | +21.8% |
| 1Y | +30.7% | -15.4% | +46.0% | +30.5% |
| 3Y | +83.3% | -14.7% | +98.0% | +67.6% |
| 5Y | +48.8% | -70.0% | +118.8% | +58.3% |
| 10Y | +142.8% | -72.9% | +215.7% | +141.6% |
| All | +142.3% | -16.5% | +158.8% | +94.7% |
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