-75.2%
JBLU vs ITOT
+887.7%
-962.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.9% |
| 7D | -5.0% | -0.9% | -4.1% | -3.8% |
| 30D | -23.9% | -1.5% | -22.4% | -22.2% |
| 3M | -11.6% | +3.6% | -15.2% | -15.3% |
| 6M | -0.2% | +13.7% | -13.9% | -14.7% |
| YTD | -3.3% | +12.9% | -16.2% | -16.4% |
| 1Y | -15.4% | +17.2% | -32.6% | -30.4% |
| 3Y | -14.7% | +75.6% | -90.4% | -58.0% |
| 5Y | -70.0% | +75.5% | -145.5% | -84.7% |
| 10Y | -72.9% | +302.0% | -374.8% | -95.4% |
| All | -75.2% | +887.7% | -962.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling