-9.0%
JBLU vs ITOT
+20.8%
-29.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -27.2% | 0.0% | -27.2% | -27.1% |
| 3M | -4.3% | +2.0% | -6.3% | -8.0% |
| 6M | -8.3% | +13.0% | -21.4% | -29.6% |
| YTD | +1.8% | +14.0% | -12.2% | -22.7% |
| 1Y | -9.0% | +19.9% | -28.9% | -34.1% |
| All | -9.0% | +20.8% | -29.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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