-73.8%
JBLU vs IWD
+203.8%
-277.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.2% |
| 7D | -5.0% | -0.8% | -4.2% | -3.7% |
| 30D | -23.9% | -0.8% | -23.0% | -22.7% |
| 3M | -11.6% | +6.9% | -18.6% | -20.2% |
| 6M | -0.2% | +18.3% | -18.5% | -22.4% |
| YTD | -3.3% | +22.4% | -25.7% | -28.1% |
| 1Y | -15.4% | +27.4% | -42.8% | -40.7% |
| 3Y | -14.7% | +71.2% | -85.9% | -59.6% |
| 5Y | -70.0% | +75.7% | -145.7% | -85.8% |
| All | -73.8% | +203.8% | -277.6% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling