+819.0%
IJR vs JBLU
-60.4%
+879.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -5.0% | +2.8% | -1.0% |
| 30D | -4.6% | -23.9% | +19.3% | +1.6% |
| 3M | +0.2% | -11.6% | +11.9% | +2.1% |
| 6M | +14.7% | -0.2% | +14.9% | +11.6% |
| YTD | +18.9% | -3.3% | +22.2% | +15.2% |
| 1Y | +19.9% | -15.4% | +35.3% | +19.4% |
| 3Y | +53.0% | -14.7% | +67.8% | +33.6% |
| 5Y | +40.9% | -70.0% | +110.9% | +55.4% |
| 10Y | +171.1% | -72.9% | +244.0% | +179.7% |
| All | +819.0% | -60.4% | +879.4% | +528.7% |
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