-67.1%
JBLU vs IWF
+1,235.0%
-1,302.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +1.3% |
| 7D | -4.8% | -1.7% | -3.1% | -2.9% |
| 30D | -24.4% | -1.8% | -22.6% | -22.9% |
| 3M | -4.8% | +1.5% | -6.2% | -6.3% |
| 6M | -0.5% | +7.7% | -8.2% | -7.4% |
| YTD | -3.5% | +2.7% | -6.2% | -5.7% |
| 1Y | -13.6% | +6.8% | -20.3% | -19.5% |
| 3Y | -15.3% | +76.9% | -92.1% | -55.1% |
| 5Y | -70.1% | +73.4% | -143.5% | -83.6% |
| 10Y | -72.9% | +416.4% | -489.4% | -96.1% |
| All | -67.1% | +1,235.0% | -1,302.1% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling