-38.9%
JOBY vs IAG
+464.3%
-503.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.3% | -6.5% |
| 7D | -5.9% | +1.7% | -7.5% | -6.2% |
| 30D | -27.1% | +11.4% | -38.6% | -28.8% |
| 3M | -30.7% | +33.0% | -63.8% | -34.7% |
| 6M | -36.1% | -6.0% | -30.1% | -36.2% |
| YTD | -51.4% | +24.6% | -75.9% | -53.6% |
| 1Y | -52.2% | +105.0% | -157.2% | -57.4% |
| 3Y | -12.1% | +837.9% | -850.0% | -38.8% |
| 5Y | -31.1% | +817.0% | -848.1% | -53.9% |
| All | -38.9% | +464.3% | -503.1% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling