+472.5%
IYR vs JBLU
-60.6%
+533.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -0.9% | -5.6% | +4.7% | +0.3% |
| 30D | -2.4% | -22.3% | +20.0% | +2.9% |
| 3M | -2.0% | -11.0% | +9.0% | -0.8% |
| 6M | +2.5% | -3.1% | +5.6% | +0.3% |
| YTD | +8.3% | -3.7% | +12.0% | +4.9% |
| 1Y | +6.5% | -14.8% | +21.2% | +5.2% |
| 3Y | +29.3% | -15.4% | +44.8% | +12.1% |
| 5Y | +5.7% | -71.4% | +77.0% | +14.7% |
| 10Y | +69.2% | -73.0% | +142.2% | +64.1% |
| All | +472.5% | -60.6% | +533.1% | +241.5% |
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