-79.2%
JBLU vs IP
+24.7%
-103.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.2% |
| 7D | +25.8% | 0.0% | +25.8% | +25.9% |
| 30D | +4.2% | +9.4% | -5.2% | -1.5% |
| 3M | -29.1% | -14.1% | -15.0% | -22.1% |
| 6M | -21.7% | +9.2% | -30.9% | -25.9% |
| YTD | -12.1% | -7.5% | -4.5% | -8.3% |
| 1Y | -9.3% | -2.8% | -6.5% | -8.5% |
| 3Y | +3.4% | +21.2% | -17.9% | -13.8% |
| 5Y | -74.2% | -11.5% | -62.7% | -73.8% |
| 10Y | -79.2% | +23.7% | -102.8% | -86.0% |
| All | -79.2% | +24.7% | -103.9% | -86.0% |
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