+176.4%
IBM vs JOBY
-41.4%
+217.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.9% |
| 7D | +3.6% | -5.2% | +8.8% | +3.8% |
| 30D | +3.1% | -19.7% | +22.8% | +4.1% |
| 3M | -10.8% | -31.7% | +20.9% | -9.5% |
| 6M | -0.8% | -37.5% | +36.7% | +0.9% |
| YTD | -16.2% | -51.6% | +35.4% | -13.9% |
| 1Y | -2.9% | -53.3% | +50.4% | -0.4% |
| 3Y | +79.8% | -12.2% | +92.1% | +74.8% |
| 5Y | +124.9% | -31.3% | +156.2% | +114.6% |
| All | +176.4% | -41.4% | +217.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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