-70.7%
JBLU vs IEF
-9.5%
-61.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.0% | -1.3% | -3.6% | -4.6% |
| 30D | -23.9% | -1.7% | -22.1% | -23.5% |
| 3M | -11.6% | -2.5% | -9.1% | -11.0% |
| 6M | -0.2% | -3.3% | +3.0% | +0.5% |
| YTD | -3.3% | -2.8% | -0.5% | -2.5% |
| 1Y | -15.4% | -2.7% | -12.7% | -14.7% |
| 3Y | -14.7% | +8.9% | -23.6% | -16.4% |
| All | -70.7% | -9.5% | -61.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling