+166.4%
IWM vs JBLU
-72.4%
+238.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -5.0% | +2.6% | -1.3% |
| 30D | -4.6% | -23.9% | +19.3% | +1.3% |
| 3M | -0.3% | -11.6% | +11.4% | +1.5% |
| 6M | +14.7% | -0.2% | +15.0% | +11.9% |
| YTD | +17.8% | -3.3% | +21.1% | +14.5% |
| 1Y | +21.2% | -15.4% | +36.6% | +20.8% |
| 3Y | +62.3% | -14.7% | +77.1% | +40.4% |
| 5Y | +38.7% | -70.0% | +108.8% | +55.3% |
| All | +166.4% | -72.4% | +238.7% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling