-35.8%
JOBY vs IWD
+121.1%
-156.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -0.6% |
| 7D | -3.4% | -0.3% | -3.2% | -2.9% |
| 30D | -13.6% | +0.6% | -14.2% | -14.5% |
| 3M | -39.5% | +7.2% | -46.7% | -47.1% |
| 6M | -31.9% | +16.2% | -48.1% | -48.7% |
| YTD | -48.9% | +23.3% | -72.3% | -65.5% |
| 1Y | -48.5% | +29.6% | -78.1% | -68.0% |
| 3Y | -8.0% | +70.5% | -78.5% | -63.5% |
| 5Y | -33.7% | +73.5% | -107.1% | -72.6% |
| All | -35.8% | +121.1% | -156.9% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling