+133.2%
IVV vs JOBY
-46.1%
+179.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.9% | +16.4% | -17.4% | -2.3% |
| 30D | -2.3% | +14.4% | -16.7% | -3.7% |
| 3M | -1.2% | -30.2% | +29.0% | +1.7% |
| 6M | +3.3% | -45.3% | +48.6% | +8.1% |
| YTD | +12.3% | -55.5% | +67.8% | +18.7% |
| 1Y | +12.5% | -64.0% | +76.6% | +20.9% |
| 3Y | +79.2% | +13.3% | +65.9% | +65.2% |
| 5Y | +75.6% | -36.7% | +112.3% | +57.9% |
| All | +133.2% | -46.1% | +179.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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