-67.1%
JBLU vs IRM
+2,219.4%
-2,286.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -5.6% | +3.0% | -8.6% | -7.1% |
| 30D | -22.3% | -5.2% | -17.1% | -20.3% |
| 3M | -11.0% | -8.0% | -2.9% | -7.4% |
| 6M | -3.1% | +9.2% | -12.3% | -8.1% |
| YTD | -3.7% | +41.0% | -44.7% | -20.6% |
| 1Y | -14.8% | +23.3% | -38.0% | -25.0% |
| 3Y | -15.4% | +102.8% | -118.3% | -43.0% |
| 5Y | -71.4% | +192.8% | -264.2% | -84.2% |
| 10Y | -73.0% | +439.6% | -512.6% | -89.6% |
| All | -67.1% | +2,219.4% | -2,286.5% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling