-12.7%
JBLU vs IT
-17.9%
+5.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.5% | +12.0% |
| 7D | +24.9% | -5.5% | +30.4% | +24.6% |
| 30D | -12.3% | +10.3% | -22.7% | -12.1% |
| 3M | -44.5% | +11.5% | -56.0% | -44.3% |
| 6M | -25.7% | +40.3% | -65.9% | -24.9% |
| YTD | -21.8% | -17.9% | -3.9% | -17.3% |
| 1Y | -12.7% | -8.8% | -3.9% | -11.6% |
| All | -12.7% | -17.9% | +5.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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