+265.9%
IONQ vs JOBY
-42.6%
+308.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.3% |
| 7D | +0.8% | -3.4% | +4.3% | +2.7% |
| 30D | -1.0% | -13.6% | +12.6% | +6.7% |
| 3M | -39.8% | -39.5% | -0.3% | -21.0% |
| 6M | +6.4% | -31.9% | +38.3% | +31.0% |
| YTD | -11.9% | -48.9% | +37.0% | +26.2% |
| 1Y | -6.2% | -48.5% | +42.4% | +34.5% |
| 3Y | +125.7% | -8.0% | +133.7% | +120.8% |
| 5Y | +296.0% | -33.7% | +329.7% | +250.9% |
| All | +265.9% | -42.6% | +308.6% | +244.5% |
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 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