-9.0%
JBLU vs IRM
+34.4%
-43.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -3.5% | -0.5% | -3.1% | -3.4% |
| 30D | -27.2% | -8.1% | -19.1% | -24.7% |
| 3M | -4.3% | -9.7% | +5.3% | -0.8% |
| 6M | -8.3% | +10.0% | -18.3% | -12.4% |
| YTD | +1.8% | +43.0% | -41.2% | -13.0% |
| 1Y | -9.0% | +32.7% | -41.7% | -14.5% |
| All | -9.0% | +34.4% | -43.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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