-12.2%
JOBY vs IFF
+29.0%
-41.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -5.2% | -3.2% | -2.0% | -3.5% |
| 30D | -19.7% | -0.3% | -19.4% | -19.7% |
| 3M | -31.7% | +8.4% | -40.2% | -35.6% |
| 6M | -37.5% | +23.0% | -60.6% | -44.9% |
| YTD | -51.6% | +25.5% | -77.1% | -58.1% |
| 1Y | -53.3% | +29.1% | -82.4% | -60.6% |
| 3Y | -12.2% | +31.7% | -43.9% | -30.5% |
| All | -12.2% | +29.0% | -41.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling