+71.5%
ICE vs JOBY
-41.1%
+112.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.5% |
| 7D | -0.9% | -5.9% | +5.0% | -0.5% |
| 30D | +4.0% | -27.1% | +31.1% | +5.7% |
| 3M | +11.0% | -30.7% | +41.7% | +12.8% |
| 6M | -5.0% | -36.1% | +31.1% | -3.3% |
| YTD | -2.7% | -51.4% | +48.7% | +0.3% |
| 1Y | -8.6% | -52.2% | +43.5% | -6.3% |
| 3Y | +41.4% | -12.1% | +53.4% | +34.5% |
| 5Y | +39.9% | -31.1% | +71.0% | +26.9% |
| All | +71.5% | -41.1% | +112.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling