-39.9%
JOBY vs IVZ
+168.6%
-208.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -8.2% | -2.4% | -5.8% | -6.5% |
| 30D | -25.1% | +2.5% | -27.6% | -26.6% |
| 3M | -28.8% | +17.1% | -45.8% | -37.0% |
| 6M | -36.1% | +35.1% | -71.3% | -49.3% |
| YTD | -52.2% | +24.3% | -76.5% | -59.7% |
| 1Y | -52.4% | +48.7% | -101.1% | -64.8% |
| 3Y | -13.6% | +135.6% | -149.2% | -55.3% |
| 5Y | -32.2% | +60.3% | -92.5% | -55.2% |
| All | -39.9% | +168.6% | -208.5% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling