-67.1%
JBLU vs IBN
+3,293.2%
-3,360.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.8% | -5.5% | +0.7% | -2.9% |
| 30D | -24.4% | -3.4% | -21.0% | -23.5% |
| 3M | -4.8% | +8.7% | -13.4% | -7.3% |
| 6M | -0.5% | +3.7% | -4.2% | -1.0% |
| YTD | -3.5% | -2.4% | -1.1% | -1.9% |
| 1Y | -13.6% | -8.1% | -5.5% | -10.5% |
| 3Y | -15.3% | +26.3% | -41.6% | -21.9% |
| 5Y | -70.1% | +54.9% | -125.0% | -74.1% |
| 10Y | -72.9% | +311.8% | -384.7% | -83.8% |
| All | -67.1% | +3,293.2% | -3,360.3% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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