+82.3%
IVV vs JBLU
-70.1%
+152.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -0.4% | -5.6% | +5.3% | +0.3% |
| 30D | -1.4% | -22.3% | +21.0% | +1.6% |
| 3M | +3.7% | -11.0% | +14.7% | +4.5% |
| 6M | +13.0% | -3.1% | +16.1% | +11.9% |
| YTD | +12.4% | -3.7% | +16.2% | +10.6% |
| 1Y | +18.6% | -14.8% | +33.4% | +18.1% |
| 3Y | +78.1% | -15.4% | +93.5% | +61.2% |
| 5Y | +82.3% | -71.4% | +153.6% | +102.3% |
| All | +82.3% | -70.1% | +152.4% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling