-39.1%
JOBY vs IQV
+45.3%
-84.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.3% |
| 7D | -5.2% | -2.2% | -3.0% | -4.1% |
| 30D | -19.7% | +8.3% | -28.0% | -23.3% |
| 3M | -31.7% | +44.6% | -76.3% | -46.3% |
| 6M | -37.5% | +52.6% | -90.1% | -53.0% |
| YTD | -51.6% | +16.1% | -67.7% | -57.1% |
| 1Y | -53.3% | +37.3% | -90.6% | -63.0% |
| 3Y | -12.2% | +21.6% | -33.8% | -27.7% |
| 5Y | -31.3% | +0.5% | -31.8% | -42.0% |
| All | -39.1% | +45.3% | -84.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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