-39.9%
JOBY vs IWD
+117.4%
-157.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.1% |
| 7D | -8.2% | -2.3% | -5.8% | -3.7% |
| 30D | -25.1% | -1.8% | -23.3% | -22.3% |
| 3M | -28.8% | +8.0% | -36.8% | -39.0% |
| 6M | -36.1% | +17.0% | -53.1% | -52.5% |
| YTD | -52.2% | +21.3% | -73.5% | -66.6% |
| 1Y | -52.4% | +27.9% | -80.4% | -69.6% |
| 3Y | -13.6% | +70.1% | -83.6% | -65.3% |
| 5Y | -32.2% | +74.2% | -106.3% | -71.7% |
| All | -39.9% | +117.4% | -157.3% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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