+66.9%
IYR vs JBLU
-72.4%
+139.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | -5.0% | +3.6% | -0.6% |
| 30D | -2.7% | -23.9% | +21.2% | +1.2% |
| 3M | -2.1% | -11.6% | +9.5% | -1.1% |
| 6M | +3.6% | -0.2% | +3.8% | +1.7% |
| YTD | +8.1% | -3.3% | +11.4% | +5.8% |
| 1Y | +4.7% | -15.4% | +20.1% | +4.2% |
| 3Y | +29.1% | -14.7% | +43.8% | +16.0% |
| 5Y | +6.9% | -70.0% | +77.0% | +14.2% |
| All | +66.9% | -72.4% | +139.3% | +65.4% |
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