-70.4%
JBLU vs IP
+124.1%
-194.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.7% |
| 7D | +24.3% | -3.0% | +27.3% | +26.5% |
| 30D | +2.6% | +10.6% | -8.0% | -3.0% |
| 3M | -35.1% | -13.6% | -21.5% | -29.6% |
| 6M | -22.9% | +10.4% | -33.3% | -26.9% |
| YTD | -13.4% | -6.5% | -6.9% | -10.3% |
| 1Y | -10.9% | -2.1% | -8.7% | -10.1% |
| 3Y | -1.0% | +22.0% | -23.0% | -14.8% |
| 5Y | -75.2% | -9.7% | -65.5% | -74.9% |
| 10Y | -78.7% | +26.8% | -105.5% | -82.7% |
| All | -70.4% | +124.1% | -194.6% | -86.4% |
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