-36.1%
JOBY vs IEFA
+7.6%
-43.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | +0.3% |
| 7D | -8.2% | -2.4% | -5.7% | -3.0% |
| 30D | -25.1% | -2.1% | -23.0% | -21.4% |
| 3M | -28.8% | +5.5% | -34.3% | -36.0% |
| 6M | -36.1% | +8.1% | -44.3% | -42.5% |
| All | -36.1% | +7.6% | -43.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 6mo: compounded portfolio wealth divided by compounded IEFA 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…
6mo analysis · Full analysis span regression · 6 months rolling