-5.8%
JBLU vs IRE
-85.3%
+79.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.8% |
| 7D | -4.8% | +7.9% | -12.7% | -5.4% |
| 30D | -24.4% | +9.3% | -33.7% | -25.5% |
| 3M | -4.8% | -52.3% | +47.6% | -3.4% |
| 6M | -0.5% | -38.5% | +38.0% | -3.0% |
| YTD | -3.5% | -54.8% | +51.3% | -7.3% |
| All | -5.8% | -85.3% | +79.5% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling