+72.5%
ICE vs JOBY
-41.4%
+113.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +1.0% |
| 7D | -2.4% | -5.2% | +2.8% | -2.1% |
| 30D | +4.0% | -19.7% | +23.7% | +5.2% |
| 3M | +13.7% | -31.7% | +45.4% | +15.7% |
| 6M | +0.9% | -37.5% | +38.5% | +2.8% |
| YTD | -2.1% | -51.6% | +49.5% | +0.9% |
| 1Y | -9.5% | -53.3% | +43.8% | -7.1% |
| 3Y | +42.1% | -12.2% | +54.3% | +35.2% |
| 5Y | +41.4% | -31.3% | +72.7% | +28.3% |
| All | +72.5% | -41.4% | +113.9% | +54.0% |
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