-14.7%
JBLU vs IAU
+123.7%
-138.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.0% | -2.0% | -3.0% | -4.5% |
| 30D | -23.9% | -1.5% | -22.3% | -23.6% |
| 3M | -11.6% | +3.3% | -14.9% | -12.4% |
| 6M | -0.2% | -16.2% | +16.0% | +2.4% |
| YTD | -3.3% | +0.7% | -4.0% | -1.1% |
| 1Y | -15.4% | +19.2% | -34.6% | -12.6% |
| 3Y | -14.7% | +124.4% | -139.1% | -17.2% |
| All | -14.7% | +123.7% | -138.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling