+48.3%
IEMG vs JOBY
-32.0%
+80.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.3% | -5.2% | +3.9% | -0.8% |
| 30D | +1.9% | -19.7% | +21.6% | +4.1% |
| 3M | +1.4% | -31.7% | +33.1% | +5.0% |
| 6M | +15.2% | -37.5% | +52.7% | +19.8% |
| YTD | +23.8% | -51.6% | +75.4% | +31.0% |
| 1Y | +30.7% | -53.3% | +83.9% | +37.7% |
| 3Y | +83.3% | -12.2% | +95.5% | +74.2% |
| All | +48.3% | -32.0% | +80.3% | +32.8% |
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