-68.8%
JBLU vs IEF
+126.3%
-195.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | 0.0% |
| 7D | -5.0% | -1.3% | -3.6% | -6.4% |
| 30D | -23.9% | -1.7% | -22.1% | -25.4% |
| 3M | -11.6% | -2.5% | -9.1% | -14.5% |
| 6M | -0.2% | -3.3% | +3.0% | -5.0% |
| YTD | -3.3% | -2.8% | -0.5% | -7.5% |
| 1Y | -15.4% | -2.7% | -12.7% | -18.9% |
| 3Y | -14.7% | +8.9% | -23.6% | -6.1% |
| 5Y | -70.0% | -9.4% | -60.6% | -75.5% |
| 10Y | -72.9% | +3.7% | -76.5% | -71.9% |
| All | -68.8% | +126.3% | -195.1% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling