+38.2%
IWM vs JBLU
-71.4%
+109.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -4.8% | +2.2% | -1.6% |
| 30D | -4.4% | -24.4% | +20.0% | +0.7% |
| 3M | +2.2% | -4.8% | +7.0% | +2.3% |
| 6M | +14.0% | -0.5% | +14.5% | +11.7% |
| YTD | +17.4% | -3.5% | +20.9% | +14.6% |
| 1Y | +22.9% | -13.6% | +36.5% | +22.1% |
| 3Y | +62.1% | -15.3% | +77.3% | +40.9% |
| 5Y | +38.2% | -70.1% | +108.2% | +59.9% |
| All | +38.2% | -71.4% | +109.6% | +59.9% |
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