-12.2%
JOBY vs IEF
+9.0%
-21.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | -5.2% | -1.3% | -3.8% | -3.5% |
| 30D | -19.7% | -1.7% | -18.0% | -17.9% |
| 3M | -31.7% | -2.5% | -29.2% | -29.4% |
| 6M | -37.5% | -3.3% | -34.3% | -34.8% |
| YTD | -51.6% | -2.8% | -48.8% | -49.7% |
| 1Y | -53.3% | -2.7% | -50.6% | -51.5% |
| 3Y | -12.2% | +8.9% | -21.1% | -23.1% |
| All | -12.2% | +9.0% | -21.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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