+984.3%
IVV vs JBLU
-58.4%
+1,042.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -3.5% | +3.7% | +0.7% |
| 30D | +0.1% | -27.2% | +27.3% | +5.4% |
| 3M | +2.0% | -4.3% | +6.3% | +1.9% |
| 6M | +13.0% | -8.3% | +21.4% | +12.4% |
| YTD | +13.6% | +1.8% | +11.8% | +10.1% |
| 1Y | +20.1% | -9.0% | +29.1% | +18.0% |
| 3Y | +77.6% | -21.9% | +99.5% | +62.9% |
| 5Y | +82.5% | -69.0% | +151.5% | +93.4% |
| 10Y | +316.5% | -70.8% | +387.3% | +308.3% |
| All | +984.3% | -58.4% | +1,042.7% | +642.6% |
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