-13.3%
JOBY vs IOVA
+36.1%
-49.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | -8.2% | -6.4% | -1.7% | -7.1% |
| 30D | -25.1% | +25.4% | -50.5% | -28.3% |
| 3M | -28.8% | +115.3% | -144.1% | -39.3% |
| 6M | -36.1% | +56.5% | -92.7% | -43.1% |
| YTD | -52.2% | +198.2% | -250.4% | -62.8% |
| 1Y | -52.4% | +242.0% | -294.4% | -64.6% |
| All | -13.3% | +36.1% | -49.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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