-65.3%
JBLU vs IP
+134.9%
-200.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.8% |
| 7D | -3.5% | -5.3% | +1.7% | -0.6% |
| 30D | -27.2% | -10.9% | -16.3% | -22.5% |
| 3M | -4.3% | +11.2% | -15.5% | -9.8% |
| 6M | -8.3% | -10.2% | +1.9% | -2.7% |
| YTD | +1.8% | -2.0% | +3.7% | +2.7% |
| 1Y | -9.0% | -19.1% | +10.1% | +0.8% |
| 3Y | -21.9% | +20.9% | -42.8% | -32.6% |
| 5Y | -69.0% | -17.8% | -51.2% | -67.1% |
| 10Y | -70.8% | +23.5% | -94.3% | -76.1% |
| All | -65.3% | +134.9% | -200.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling