-67.0%
JBLU vs ITW
+1,125.1%
-1,192.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.8% |
| 7D | -5.0% | -0.7% | -4.2% | -4.3% |
| 30D | -23.9% | -8.3% | -15.6% | -17.7% |
| 3M | -11.6% | +6.0% | -17.7% | -16.1% |
| 6M | -0.2% | 0.0% | -0.2% | +0.7% |
| YTD | -3.3% | +10.2% | -13.5% | -10.0% |
| 1Y | -15.4% | +3.2% | -18.6% | -16.8% |
| 3Y | -14.7% | +21.0% | -35.7% | -24.6% |
| 5Y | -70.0% | +37.9% | -107.9% | -76.2% |
| 10Y | -72.9% | +193.2% | -266.1% | -88.5% |
| All | -67.0% | +1,125.1% | -1,192.1% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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