-39.1%
JOBY vs IAU
+127.9%
-167.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | -5.2% | -2.0% | -3.2% | -4.3% |
| 30D | -19.7% | -1.5% | -18.2% | -19.3% |
| 3M | -31.7% | +3.3% | -35.0% | -32.9% |
| 6M | -37.5% | -16.2% | -21.3% | -33.0% |
| YTD | -51.6% | +0.7% | -52.3% | -51.4% |
| 1Y | -53.3% | +19.2% | -72.5% | -55.0% |
| 3Y | -12.2% | +124.4% | -136.6% | -34.3% |
| 5Y | -31.3% | +140.0% | -171.3% | -52.1% |
| All | -39.1% | +127.9% | -167.0% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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