-28.0%
JOBY vs IWF
+73.7%
-101.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -3.8% |
| 30D | -19.7% | -1.7% | -18.0% | -17.4% |
| 3M | -31.7% | +0.7% | -32.4% | -31.6% |
| 6M | -37.5% | +8.6% | -46.1% | -43.1% |
| YTD | -51.6% | +3.5% | -55.1% | -52.4% |
| 1Y | -53.3% | +7.0% | -60.3% | -55.7% |
| 3Y | -12.2% | +76.3% | -88.6% | -59.6% |
| All | -28.0% | +73.7% | -101.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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