-29.4%
JBLU vs INDA
+109.4%
-138.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.4% |
| 7D | -5.0% | -2.7% | -2.3% | -3.2% |
| 30D | -23.9% | -2.8% | -21.1% | -22.3% |
| 3M | -11.6% | +1.6% | -13.3% | -12.2% |
| 6M | -0.2% | -1.4% | +1.2% | +2.2% |
| YTD | -3.3% | -10.1% | +6.8% | +5.3% |
| 1Y | -15.4% | -8.8% | -6.6% | -9.0% |
| 3Y | -14.7% | +7.6% | -22.3% | -16.9% |
| 5Y | -70.0% | +5.8% | -75.8% | -70.1% |
| 10Y | -72.9% | +84.0% | -156.9% | -80.4% |
| All | -29.4% | +109.4% | -138.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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