-34.9%
JOBY vs IONS
+13.7%
-48.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.3% |
| 7D | +2.2% | -5.3% | +7.5% | +4.0% |
| 30D | -20.8% | +0.3% | -21.1% | -21.2% |
| 3M | -29.5% | -22.9% | -6.6% | -25.2% |
| 6M | -28.4% | -23.4% | -5.0% | -23.8% |
| YTD | -48.2% | -28.3% | -19.9% | -43.7% |
| 1Y | -49.1% | -7.0% | -42.0% | -49.7% |
| 3Y | -6.3% | +37.6% | -43.9% | -26.8% |
| 5Y | -27.2% | +53.4% | -80.6% | -47.9% |
| All | -34.9% | +13.7% | -48.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IONS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling