-5.3%
JBLU vs IWD
+85.1%
-90.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.8% |
| 7D | +2.5% | +2.3% | +0.2% | -2.8% |
| 30D | +24.9% | +3.6% | +21.3% | +15.4% |
| 3M | -35.2% | +2.2% | -37.3% | -38.0% |
| 6M | -20.0% | +13.0% | -33.0% | -39.1% |
| YTD | -17.4% | +26.5% | -43.9% | -50.7% |
| 1Y | -13.0% | +30.1% | -43.1% | -51.2% |
| 3Y | -5.3% | +84.9% | -90.2% | -74.4% |
| All | -5.3% | +85.1% | -90.4% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling