+6.5%
IYR vs JBLU
-70.3%
+76.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.4% | -5.0% | +3.6% | -0.8% |
| 30D | -2.7% | -23.9% | +21.2% | +0.3% |
| 3M | -2.1% | -11.6% | +9.5% | -1.3% |
| 6M | +3.6% | -0.2% | +3.8% | +2.2% |
| YTD | +8.1% | -3.3% | +11.4% | +6.4% |
| 1Y | +4.7% | -15.4% | +20.1% | +4.3% |
| 3Y | +29.1% | -14.7% | +43.8% | +17.1% |
| All | +6.5% | -70.3% | +76.7% | +12.3% |
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