-0.5%
JBLU vs IAU
-17.3%
+16.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.5% |
| 7D | -4.8% | -3.4% | -1.4% | -2.3% |
| 30D | -24.4% | -1.1% | -23.3% | -24.0% |
| 3M | -4.8% | +5.8% | -10.6% | -10.5% |
| 6M | -0.5% | -16.9% | +16.5% | +22.8% |
| All | -0.5% | -17.3% | +16.9% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling