-77.5%
JBLU vs IAG
+368.4%
-445.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -4.8% | -4.1% | -0.7% | -4.6% |
| 30D | -24.4% | +10.6% | -35.1% | -24.8% |
| 3M | -4.8% | +35.4% | -40.1% | -6.3% |
| 6M | -0.5% | -9.5% | +9.1% | -0.4% |
| YTD | -3.5% | +21.8% | -25.3% | -4.8% |
| 1Y | -13.6% | +84.1% | -97.7% | -16.3% |
| 3Y | -15.3% | +817.4% | -832.6% | -23.7% |
| 5Y | -70.1% | +830.1% | -900.2% | -73.5% |
| 10Y | -72.9% | +413.8% | -486.7% | -76.1% |
| All | -77.5% | +368.4% | -445.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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