-39.1%
JOBY vs IJH
+87.7%
-126.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | -0.1% |
| 7D | -5.2% | -1.9% | -3.3% | -2.0% |
| 30D | -19.7% | -4.6% | -15.1% | -12.8% |
| 3M | -31.7% | -1.2% | -30.6% | -29.8% |
| 6M | -37.5% | +9.4% | -46.9% | -45.2% |
| YTD | -51.6% | +13.3% | -64.9% | -59.6% |
| 1Y | -53.3% | +13.4% | -66.7% | -60.6% |
| 3Y | -12.2% | +50.4% | -62.7% | -49.6% |
| 5Y | -31.3% | +49.0% | -80.2% | -57.6% |
| All | -39.1% | +87.7% | -126.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling