-39.1%
JOBY vs IAG
+456.6%
-495.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | -19.7% | +12.1% | -31.8% | -21.6% |
| 3M | -31.7% | +25.5% | -57.3% | -34.9% |
| 6M | -37.5% | -7.1% | -30.4% | -37.6% |
| YTD | -51.6% | +22.9% | -74.5% | -53.7% |
| 1Y | -53.3% | +83.3% | -136.6% | -57.7% |
| 3Y | -12.2% | +808.5% | -820.7% | -38.6% |
| 5Y | -31.3% | +838.0% | -869.3% | -54.1% |
| All | -39.1% | +456.6% | -495.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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