-18.6%
JBLU vs IFF
+40.8%
-59.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | +14.4% | -4.9% | +19.3% | +16.9% |
| 30D | -13.4% | +2.9% | -16.3% | -16.6% |
| 3M | -45.1% | -1.5% | -43.6% | -45.5% |
| 6M | -27.9% | +23.3% | -51.1% | -39.2% |
| YTD | -23.3% | +30.2% | -53.5% | -34.8% |
| 1Y | -18.6% | +37.9% | -56.6% | -31.7% |
| All | -18.6% | +40.8% | -59.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling