-28.0%
JOBY vs IVZ
+61.1%
-89.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.4% |
| 7D | -5.2% | -2.4% | -2.8% | -3.4% |
| 30D | -19.7% | +3.0% | -22.8% | -21.8% |
| 3M | -31.7% | +14.9% | -46.6% | -39.2% |
| 6M | -37.5% | +36.7% | -74.3% | -51.6% |
| YTD | -51.6% | +25.7% | -77.3% | -60.0% |
| 1Y | -53.3% | +47.7% | -101.0% | -66.0% |
| 3Y | -12.2% | +138.8% | -151.1% | -57.5% |
| All | -28.0% | +61.1% | -89.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling