-33.5%
JBLU vs IOVA
-92.0%
+58.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -3.0% |
| 7D | -5.6% | -2.2% | -3.4% | -5.5% |
| 30D | -22.3% | +31.7% | -54.1% | -23.0% |
| 3M | -11.0% | +117.3% | -128.2% | -13.4% |
| 6M | -3.1% | +55.8% | -58.9% | -5.0% |
| YTD | -3.7% | +208.8% | -212.5% | -7.8% |
| 1Y | -14.8% | +255.7% | -270.5% | -18.9% |
| 3Y | -15.4% | +41.7% | -57.1% | -19.2% |
| 5Y | -71.4% | -64.9% | -6.5% | -72.2% |
| 10Y | -73.0% | +6.3% | -79.3% | -74.3% |
| All | -33.5% | -92.0% | +58.4% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling