-35.8%
JOBY vs IP
+5.3%
-41.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.7% |
| 7D | -3.4% | -5.3% | +1.8% | -1.4% |
| 30D | -13.6% | -10.9% | -2.7% | -9.8% |
| 3M | -39.5% | +11.2% | -50.7% | -42.9% |
| 6M | -31.9% | -10.2% | -21.6% | -30.3% |
| YTD | -48.9% | -2.0% | -47.0% | -49.8% |
| 1Y | -48.5% | -19.1% | -29.5% | -45.6% |
| 3Y | -8.0% | +20.9% | -28.9% | -23.5% |
| 5Y | -33.7% | -17.8% | -15.8% | -35.6% |
| All | -35.8% | +5.3% | -41.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 all: compounded portfolio wealth divided by compounded IP 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…
all analysis · Full analysis span regression · 6 months rolling