+1,684.4%
INTU vs JBLU
-60.6%
+1,745.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.0% |
| 7D | -8.5% | -5.6% | -2.9% | -7.6% |
| 30D | -6.1% | -22.3% | +16.2% | -2.2% |
| 3M | +7.3% | -11.0% | +18.3% | +8.5% |
| 6M | -33.2% | -3.1% | -30.1% | -34.6% |
| YTD | -52.2% | -3.7% | -48.4% | -53.6% |
| 1Y | -52.7% | -14.8% | -37.9% | -53.4% |
| 3Y | -41.6% | -15.4% | -26.2% | -47.6% |
| 5Y | -42.6% | -71.4% | +28.7% | -38.2% |
| 10Y | +211.0% | -73.0% | +284.0% | +209.1% |
| All | +1,684.4% | -60.6% | +1,745.0% | +1,282.6% |
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