-67.0%
JBLU vs IFF
+285.8%
-352.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.6% |
| 7D | -5.0% | -3.2% | -1.8% | -3.0% |
| 30D | -23.9% | -0.3% | -23.6% | -23.7% |
| 3M | -11.6% | +8.4% | -20.1% | -16.1% |
| 6M | -0.2% | +23.0% | -23.3% | -12.6% |
| YTD | -3.3% | +25.5% | -28.8% | -16.4% |
| 1Y | -15.4% | +29.1% | -44.4% | -28.4% |
| 3Y | -14.7% | +31.7% | -46.4% | -29.6% |
| 5Y | -70.0% | -35.2% | -34.8% | -63.1% |
| 10Y | -72.9% | -20.7% | -52.2% | -73.1% |
| All | -67.0% | +285.8% | -352.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling