-73.8%
JBLU vs IVZ
+65.9%
-139.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -5.0% | -2.4% | -2.6% | -3.5% |
| 30D | -23.9% | +3.0% | -26.9% | -25.4% |
| 3M | -11.6% | +14.9% | -26.5% | -19.8% |
| 6M | -0.2% | +36.7% | -37.0% | -18.7% |
| YTD | -3.3% | +25.7% | -29.0% | -16.8% |
| 1Y | -15.4% | +47.7% | -63.1% | -34.7% |
| 3Y | -14.7% | +138.8% | -153.6% | -52.5% |
| 5Y | -70.0% | +62.1% | -132.1% | -79.2% |
| All | -73.8% | +65.9% | -139.7% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling