-67.1%
JBLU vs IT
+1,187.7%
-1,254.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.8% | -12.7% | +7.9% | +1.2% |
| 30D | -24.4% | -8.9% | -15.5% | -21.7% |
| 3M | -4.8% | +10.1% | -14.9% | -12.6% |
| 6M | -0.5% | +7.3% | -7.7% | -9.8% |
| YTD | -3.5% | -32.4% | +28.9% | +6.5% |
| 1Y | -13.6% | -26.6% | +13.1% | -9.1% |
| 3Y | -15.3% | -51.8% | +36.6% | +7.9% |
| 5Y | -70.1% | -45.6% | -24.5% | -64.6% |
| 10Y | -72.9% | +92.4% | -165.3% | -83.8% |
| All | -67.1% | +1,187.7% | -1,254.8% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling