-14.7%
JBLU vs IVZ
+134.7%
-149.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -5.0% | -2.4% | -2.6% | -3.3% |
| 30D | -23.9% | +3.0% | -26.9% | -25.6% |
| 3M | -11.6% | +14.9% | -26.5% | -20.9% |
| 6M | -0.2% | +36.7% | -37.0% | -21.3% |
| YTD | -3.3% | +25.7% | -29.0% | -18.9% |
| 1Y | -15.4% | +47.7% | -63.1% | -37.3% |
| 3Y | -14.7% | +138.8% | -153.6% | -59.2% |
| All | -14.7% | +134.7% | -149.4% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling