0.0%
JBLU vs IWD
+19.2%
-19.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | +0.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.5% |
| 30D | -25.5% | -0.8% | -24.7% | -23.6% |
| 3M | -5.0% | +8.0% | -13.1% | -24.7% |
| All | 0.0% | +19.2% | -19.2% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling