-28.0%
JOBY vs IEF
-9.5%
-18.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -5.2% | -1.3% | -3.8% | -4.0% |
| 30D | -19.7% | -1.7% | -18.0% | -18.4% |
| 3M | -31.7% | -2.5% | -29.2% | -30.0% |
| 6M | -37.5% | -3.3% | -34.3% | -35.4% |
| YTD | -51.6% | -2.8% | -48.8% | -50.2% |
| 1Y | -53.3% | -2.7% | -50.6% | -52.0% |
| 3Y | -12.2% | +8.9% | -21.1% | -18.2% |
| All | -28.0% | -9.5% | -18.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling