-38.9%
JOBY vs IWF
+117.2%
-156.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -5.5% |
| 7D | -5.9% | +0.5% | -6.4% | -6.6% |
| 30D | -27.1% | -1.4% | -25.8% | -25.5% |
| 3M | -30.7% | +0.4% | -31.2% | -30.3% |
| 6M | -36.1% | +8.5% | -44.5% | -41.5% |
| YTD | -51.4% | +3.7% | -55.0% | -52.3% |
| 1Y | -52.2% | +8.5% | -60.6% | -55.4% |
| 3Y | -12.1% | +78.5% | -90.6% | -59.0% |
| 5Y | -31.1% | +73.6% | -104.8% | -65.7% |
| All | -38.9% | +117.2% | -156.0% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling