-67.1%
JBLU vs IVZ
+191.2%
-258.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.8% | -2.4% | -2.4% | -3.6% |
| 30D | -24.4% | +2.5% | -26.9% | -25.4% |
| 3M | -4.8% | +17.1% | -21.8% | -12.5% |
| 6M | -0.5% | +35.1% | -35.6% | -14.8% |
| YTD | -3.5% | +24.3% | -27.8% | -13.7% |
| 1Y | -13.6% | +48.7% | -62.3% | -29.6% |
| 3Y | -15.3% | +135.6% | -150.9% | -45.6% |
| 5Y | -70.1% | +60.3% | -130.4% | -76.8% |
| 10Y | -72.9% | +62.5% | -135.5% | -81.1% |
| All | -67.1% | +191.2% | -258.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling