-39.9%
JOBY vs IBB
+44.8%
-84.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | 0.0% |
| 7D | -8.2% | -5.2% | -2.9% | -1.9% |
| 30D | -25.1% | +1.5% | -26.5% | -27.1% |
| 3M | -28.8% | +22.1% | -50.9% | -45.5% |
| 6M | -36.1% | +17.7% | -53.9% | -48.7% |
| YTD | -52.2% | +20.2% | -72.4% | -62.7% |
| 1Y | -52.4% | +44.4% | -96.9% | -70.5% |
| 3Y | -13.6% | +61.1% | -74.7% | -52.1% |
| 5Y | -32.2% | +18.5% | -50.7% | -52.9% |
| All | -39.9% | +44.8% | -84.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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