-73.8%
JBLU vs IWF
+422.7%
-496.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -5.0% | -0.9% | -4.0% | -4.1% |
| 30D | -23.9% | -1.7% | -22.1% | -22.6% |
| 3M | -11.6% | +0.7% | -12.3% | -12.3% |
| 6M | -0.2% | +8.6% | -8.8% | -7.0% |
| YTD | -3.3% | +3.5% | -6.8% | -5.9% |
| 1Y | -15.4% | +7.0% | -22.4% | -20.6% |
| 3Y | -14.7% | +76.3% | -91.1% | -50.1% |
| 5Y | -70.0% | +74.8% | -144.8% | -82.3% |
| All | -73.8% | +422.7% | -496.5% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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