-73.0%
JBLU vs IP
+15.7%
-88.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | +0.1% |
| 7D | -5.6% | -4.6% | -1.0% | -2.8% |
| 30D | -22.3% | -15.3% | -7.1% | -13.9% |
| 3M | -11.0% | +2.7% | -13.7% | -12.5% |
| 6M | -3.1% | -7.4% | +4.3% | +1.4% |
| YTD | -3.7% | -8.8% | +5.1% | +1.4% |
| 1Y | -14.8% | -22.4% | +7.7% | -2.2% |
| 3Y | -15.4% | +14.2% | -29.7% | -26.7% |
| 5Y | -71.4% | -21.8% | -49.6% | -68.6% |
| 10Y | -73.0% | +18.3% | -91.3% | -79.2% |
| All | -73.0% | +15.7% | -88.7% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling