-15.4%
JBLU vs IWF
+7.1%
-22.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.7% |
| 7D | -5.0% | -0.9% | -4.0% | -4.0% |
| 30D | -23.9% | -1.7% | -22.1% | -22.3% |
| 3M | -11.6% | +0.7% | -12.3% | -12.3% |
| 6M | -0.2% | +8.6% | -8.8% | -11.3% |
| YTD | -3.3% | +3.5% | -6.8% | -12.7% |
| 1Y | -15.4% | +7.0% | -22.4% | -23.3% |
| All | -15.4% | +7.1% | -22.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling