+241.1%
IONQ vs JOBY
-46.3%
+287.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.5% |
| 7D | -5.6% | -8.2% | +2.6% | -1.1% |
| 30D | -15.2% | -25.1% | +9.9% | -1.0% |
| 3M | -34.9% | -28.8% | -6.2% | -21.9% |
| 6M | +4.9% | -36.1% | +41.0% | +33.9% |
| YTD | -17.9% | -52.2% | +34.3% | +22.0% |
| 1Y | -16.0% | -52.4% | +36.4% | +25.6% |
| 3Y | +90.5% | -13.6% | +104.0% | +92.7% |
| 5Y | +268.4% | -32.2% | +300.6% | +235.1% |
| All | +241.1% | -46.3% | +287.4% | +233.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling