-70.7%
JBLU vs IT
-42.9%
-27.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.0% | -1.6% |
| 7D | -5.0% | -3.7% | -1.3% | -3.8% |
| 30D | -23.9% | +0.1% | -23.9% | -24.3% |
| 3M | -11.6% | +20.7% | -32.3% | -19.9% |
| 6M | -0.2% | +12.0% | -12.2% | -8.8% |
| YTD | -3.3% | -28.8% | +25.5% | +8.8% |
| 1Y | -15.4% | -25.5% | +10.1% | -8.1% |
| 3Y | -14.7% | -48.8% | +34.0% | +13.2% |
| All | -70.7% | -42.9% | -27.8% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling