-70.7%
JBLU vs IOVA
-62.2%
-8.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.4% | -0.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | -23.9% | +27.6% | -51.5% | -26.4% |
| 3M | -11.6% | +117.2% | -128.8% | -21.6% |
| 6M | -0.2% | +77.7% | -77.9% | -9.9% |
| YTD | -3.3% | +215.0% | -218.3% | -20.3% |
| 1Y | -15.4% | +255.4% | -270.8% | -32.2% |
| 3Y | -14.7% | +42.6% | -57.3% | -33.5% |
| All | -70.7% | -62.2% | -8.5% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling