-67.0%
JBLU vs IONS
+255.2%
-322.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | -5.0% | -6.7% | +1.7% | -3.6% |
| 30D | -23.9% | -4.1% | -19.8% | -23.3% |
| 3M | -11.6% | -26.6% | +14.9% | -7.3% |
| 6M | -0.2% | -27.5% | +27.3% | +5.2% |
| YTD | -3.3% | -31.5% | +28.2% | +3.1% |
| 1Y | -15.4% | -15.3% | 0.0% | -13.7% |
| 3Y | -14.7% | +31.3% | -46.0% | -22.9% |
| 5Y | -70.0% | +50.2% | -120.2% | -74.1% |
| 10Y | -72.9% | +86.9% | -159.7% | -79.5% |
| All | -67.0% | +255.2% | -322.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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