-39.1%
JOBY vs ITUB
+212.8%
-252.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.2% | +2.2% | -7.4% | -6.0% |
| 30D | -19.7% | +12.6% | -32.3% | -23.6% |
| 3M | -31.7% | +6.4% | -38.1% | -33.6% |
| 6M | -37.5% | +0.6% | -38.1% | -37.9% |
| YTD | -51.6% | +18.8% | -70.4% | -55.0% |
| 1Y | -53.3% | +31.0% | -84.3% | -58.0% |
| 3Y | -12.2% | +118.1% | -130.3% | -33.7% |
| 5Y | -31.3% | +193.0% | -224.3% | -52.8% |
| All | -39.1% | +212.8% | -252.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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