-39.1%
JOBY vs IVZ
+171.6%
-210.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | -5.2% | -2.4% | -2.8% | -3.5% |
| 30D | -19.7% | +3.0% | -22.8% | -21.7% |
| 3M | -31.7% | +14.9% | -46.6% | -38.8% |
| 6M | -37.5% | +36.7% | -74.3% | -50.8% |
| YTD | -51.6% | +25.7% | -77.3% | -59.5% |
| 1Y | -53.3% | +47.7% | -101.0% | -65.3% |
| 3Y | -12.2% | +138.8% | -151.1% | -55.1% |
| 5Y | -31.3% | +62.1% | -93.4% | -55.0% |
| All | -39.1% | +171.6% | -210.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling