-12.7%
JBLU vs IVZ
+30.5%
-43.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.2% | +7.8% | +8.6% |
| 7D | +24.9% | +2.6% | +22.3% | +22.7% |
| 30D | -12.3% | -3.5% | -8.8% | -9.6% |
| 3M | -44.5% | -7.4% | -37.1% | -41.1% |
| 6M | -25.7% | +14.7% | -40.4% | -33.8% |
| YTD | -21.8% | +14.6% | -36.4% | -29.9% |
| 1Y | -12.7% | +30.7% | -43.4% | -27.0% |
| All | -12.7% | +30.5% | -43.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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