-39.1%
JOBY vs ITOT
+119.0%
-158.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | -0.4% |
| 7D | -5.2% | -0.9% | -4.3% | -3.4% |
| 30D | -19.7% | -1.5% | -18.3% | -17.2% |
| 3M | -31.7% | +3.6% | -35.3% | -35.6% |
| 6M | -37.5% | +13.7% | -51.2% | -49.7% |
| YTD | -51.6% | +12.9% | -64.5% | -60.2% |
| 1Y | -53.3% | +17.2% | -70.5% | -63.6% |
| 3Y | -12.2% | +75.6% | -87.9% | -65.5% |
| 5Y | -31.3% | +75.5% | -106.8% | -70.7% |
| All | -39.1% | +119.0% | -158.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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