-12.7%
JBLU vs IRE
-97.6%
+84.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -23.2% | +35.2% | +13.6% |
| 7D | +24.9% | -46.8% | +71.7% | +29.8% |
| 30D | -12.3% | -75.5% | +63.2% | -4.1% |
| 3M | -44.5% | -79.4% | +35.0% | -39.3% |
| 6M | -25.7% | -91.3% | +65.6% | -17.5% |
| YTD | -21.8% | -90.8% | +69.1% | -16.8% |
| 1Y | -12.7% | -97.7% | +85.0% | -2.4% |
| All | -12.7% | -97.6% | +84.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling