-39.9%
JOBY vs IEF
-10.8%
-29.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | -8.2% | -1.2% | -7.0% | -7.2% |
| 30D | -25.1% | -1.5% | -23.6% | -24.0% |
| 3M | -28.8% | -1.7% | -27.1% | -27.6% |
| 6M | -36.1% | -3.5% | -32.6% | -34.0% |
| YTD | -52.2% | -2.6% | -49.6% | -50.9% |
| 1Y | -52.4% | -2.4% | -50.0% | -51.3% |
| 3Y | -13.6% | +8.9% | -22.5% | -19.2% |
| 5Y | -32.2% | -9.2% | -22.9% | -37.7% |
| All | -39.9% | -10.8% | -29.1% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling