-66.5%
JBLU vs IAU
+867.6%
-934.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.0% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -22.3% | +0.2% | -22.6% | -22.3% |
| 3M | -11.0% | +3.3% | -14.2% | -10.6% |
| 6M | -3.1% | -14.6% | +11.5% | -5.8% |
| YTD | -3.7% | +1.9% | -5.6% | -3.0% |
| 1Y | -14.8% | +20.9% | -35.7% | -11.0% |
| 3Y | -15.4% | +127.5% | -142.9% | +1.4% |
| 5Y | -71.4% | +141.9% | -213.3% | -65.1% |
| 10Y | -73.0% | +222.8% | -295.8% | -64.2% |
| All | -66.5% | +867.6% | -934.0% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling