-14.7%
JBLU vs IQV
+22.1%
-36.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -5.0% | -2.2% | -2.7% | -4.0% |
| 30D | -23.9% | +8.3% | -32.2% | -26.6% |
| 3M | -11.6% | +44.6% | -56.2% | -25.7% |
| 6M | -0.2% | +52.6% | -52.8% | -18.8% |
| YTD | -3.3% | +16.1% | -19.4% | -11.5% |
| 1Y | -15.4% | +37.3% | -52.7% | -30.2% |
| 3Y | -14.7% | +21.6% | -36.3% | -31.2% |
| All | -14.7% | +22.1% | -36.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling