-73.8%
JBLU vs IT
+103.1%
-176.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.0% | -2.0% |
| 7D | -5.0% | -3.7% | -1.3% | -3.6% |
| 30D | -23.9% | +0.1% | -23.9% | -24.4% |
| 3M | -11.6% | +20.7% | -32.3% | -21.5% |
| 6M | -0.2% | +12.0% | -12.2% | -10.5% |
| YTD | -3.3% | -28.8% | +25.5% | +6.3% |
| 1Y | -15.4% | -25.5% | +10.1% | -9.9% |
| 3Y | -14.7% | -48.8% | +34.0% | +9.2% |
| 5Y | -70.0% | -42.7% | -27.3% | -64.7% |
| All | -73.8% | +103.1% | -176.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling