-28.0%
JOBY vs IJH
+48.0%
-76.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | -0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -1.8% |
| 30D | -19.7% | -4.6% | -15.1% | -12.3% |
| 3M | -31.7% | -1.2% | -30.6% | -29.7% |
| 6M | -37.5% | +9.4% | -46.9% | -45.6% |
| YTD | -51.6% | +13.3% | -64.9% | -60.1% |
| 1Y | -53.3% | +13.4% | -66.7% | -61.1% |
| 3Y | -12.2% | +50.4% | -62.7% | -52.1% |
| All | -28.0% | +48.0% | -76.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling