-12.7%
JBLU vs ITUB
+9.1%
-21.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.6% | +10.4% |
| 7D | +24.9% | -1.6% | +26.5% | +26.0% |
| 30D | -12.3% | -26.6% | +14.3% | +0.3% |
| 3M | -44.5% | -11.0% | -33.4% | -42.4% |
| 6M | -25.7% | -13.0% | -12.6% | -22.6% |
| YTD | -21.8% | +3.9% | -25.7% | -20.5% |
| 1Y | -12.7% | +9.8% | -22.5% | -15.5% |
| All | -12.7% | +9.1% | -21.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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