-5.0%
ICE vs JOBY
-31.2%
+26.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.9% |
| 7D | -0.9% | -5.9% | +5.0% | -0.9% |
| 30D | +4.0% | -27.1% | +31.1% | +3.5% |
| 3M | +11.0% | -30.7% | +41.7% | +10.6% |
| 6M | -5.0% | -36.1% | +31.1% | -4.0% |
| All | -5.0% | -31.2% | +26.3% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling