-12.7%
JBLU vs IOT
+8.2%
-20.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +11.6% |
| 7D | +24.9% | -0.5% | +25.4% | +24.9% |
| 30D | -12.3% | +1.0% | -13.3% | -12.5% |
| 3M | -44.5% | +10.9% | -55.4% | -45.1% |
| 6M | -25.7% | +39.9% | -65.6% | -28.4% |
| YTD | -21.8% | +20.8% | -42.5% | -19.2% |
| 1Y | -12.7% | +10.6% | -23.3% | -9.2% |
| All | -12.7% | +8.2% | -20.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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