+121.8%
IBM vs JOBY
-32.5%
+154.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.1% | +9.5% | +3.7% |
| 7D | +3.6% | -5.9% | +9.4% | +3.8% |
| 30D | +1.5% | -27.1% | +28.7% | +3.1% |
| 3M | -12.9% | -30.7% | +17.8% | -11.5% |
| 6M | -3.9% | -36.1% | +32.2% | -2.2% |
| YTD | -17.3% | -51.4% | +34.0% | -14.9% |
| 1Y | -5.0% | -52.2% | +47.2% | -2.5% |
| 3Y | +78.2% | -12.1% | +90.3% | +72.6% |
| All | +121.8% | -32.5% | +154.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling