-51.6%
JOBY vs IWD
+126.8%
-178.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.3% |
| 7D | -14.3% | +2.3% | -16.6% | -17.9% |
| 30D | +10.2% | +3.6% | +6.6% | +2.4% |
| 3M | -38.5% | +2.2% | -40.7% | -41.3% |
| 6M | -54.1% | +13.0% | -67.0% | -63.9% |
| YTD | -61.5% | +26.5% | -88.0% | -75.4% |
| 1Y | -65.7% | +30.1% | -95.8% | -79.2% |
| 3Y | -7.0% | +84.9% | -91.8% | -68.4% |
| 5Y | -44.2% | +73.4% | -117.5% | -77.6% |
| All | -51.6% | +126.8% | -178.4% | -83.9% |
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