-73.8%
JBLU vs ITUB
+220.1%
-293.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -5.0% | +2.2% | -7.2% | -5.9% |
| 30D | -23.9% | +12.6% | -36.5% | -27.9% |
| 3M | -11.6% | +6.4% | -18.1% | -14.6% |
| 6M | -0.2% | +0.6% | -0.8% | -0.5% |
| YTD | -3.3% | +18.8% | -22.1% | -10.7% |
| 1Y | -15.4% | +31.0% | -46.4% | -25.5% |
| 3Y | -14.7% | +118.1% | -132.8% | -40.9% |
| 5Y | -70.0% | +193.0% | -263.1% | -82.6% |
| All | -73.8% | +220.1% | -293.9% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling