-51.6%
JOBY vs IBB
+51.9%
-103.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.3% |
| 7D | -14.3% | -0.5% | -13.8% | -13.5% |
| 30D | +10.2% | +4.6% | +5.6% | +4.2% |
| 3M | -38.5% | +6.8% | -45.3% | -44.2% |
| 6M | -54.1% | +23.1% | -77.2% | -65.4% |
| YTD | -61.5% | +26.0% | -87.5% | -71.9% |
| 1Y | -65.7% | +30.4% | -96.0% | -75.9% |
| 3Y | -7.0% | +85.4% | -92.4% | -57.0% |
| 5Y | -44.2% | +39.7% | -83.9% | -65.8% |
| All | -51.6% | +51.9% | -103.5% | -71.1% |
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