-70.7%
JBLU vs ITUB
+186.2%
-256.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| YTD | -3.3% | +18.8% | -22.1% | -10.4% |
| 1Y | -15.4% | +31.0% | -46.4% | -25.1% |
| 3Y | -14.7% | +118.1% | -132.8% | -39.6% |
| All | -70.7% | +186.2% | -256.9% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling