+253.1%
IONQ vs JOBY
-45.4%
+298.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.1% | +0.4% | -2.4% |
| 7D | +1.3% | -5.9% | +7.2% | +4.7% |
| 30D | -10.3% | -27.1% | +16.8% | +6.1% |
| 3M | -32.7% | -30.7% | -2.0% | -18.1% |
| 6M | +6.3% | -36.1% | +42.4% | +35.6% |
| YTD | -15.0% | -51.4% | +36.4% | +25.1% |
| 1Y | -13.3% | -52.2% | +38.8% | +29.1% |
| 3Y | +97.2% | -12.1% | +109.3% | +97.6% |
| 5Y | +278.7% | -31.1% | +309.9% | +241.3% |
| All | +253.1% | -45.4% | +298.5% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling