+68.4%
IEMG vs JOBY
-41.4%
+109.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | +1.4% | -31.7% | +33.1% | +4.8% |
| 6M | +15.2% | -37.5% | +52.7% | +19.6% |
| YTD | +23.8% | -51.6% | +75.4% | +30.7% |
| 1Y | +30.7% | -53.3% | +83.9% | +37.4% |
| 3Y | +83.3% | -12.2% | +95.5% | +74.8% |
| 5Y | +48.8% | -31.3% | +80.1% | +35.8% |
| All | +68.4% | -41.4% | +109.8% | +55.3% |
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