-12.7%
JBLU vs IOVA
+362.8%
-375.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.4% | +12.0% |
| 7D | +24.9% | -41.3% | +66.2% | +26.2% |
| 30D | -12.3% | -38.5% | +26.2% | -11.6% |
| 3M | -44.5% | +99.5% | -144.0% | -45.9% |
| 6M | -25.7% | +126.0% | -151.7% | -28.7% |
| YTD | -21.8% | +218.7% | -240.4% | -23.7% |
| 1Y | -12.7% | +378.0% | -390.8% | -13.9% |
| All | -12.7% | +362.8% | -375.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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