-12.7%
JBLU vs IWD
+33.0%
-45.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.4% | +4.1% |
| 7D | +24.9% | +2.5% | +22.4% | +16.7% |
| 30D | -12.3% | +6.0% | -18.3% | -25.7% |
| 3M | -44.5% | +3.8% | -48.2% | -49.9% |
| 6M | -25.7% | +16.3% | -42.0% | -51.6% |
| YTD | -21.8% | +27.5% | -49.2% | -58.9% |
| 1Y | -12.7% | +32.8% | -45.5% | -57.9% |
| All | -12.7% | +33.0% | -45.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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