-39.1%
JOBY vs IEFA
+82.9%
-122.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | -0.5% |
| 7D | -5.2% | -1.6% | -3.6% | -2.5% |
| 30D | -19.7% | -1.5% | -18.2% | -17.5% |
| 3M | -31.7% | +3.4% | -35.1% | -35.1% |
| 6M | -37.5% | +9.5% | -47.0% | -45.0% |
| YTD | -51.6% | +13.0% | -64.6% | -59.5% |
| 1Y | -53.3% | +18.0% | -71.3% | -63.3% |
| 3Y | -12.2% | +65.4% | -77.6% | -59.1% |
| 5Y | -31.3% | +51.6% | -82.9% | -62.4% |
| All | -39.1% | +82.9% | -122.0% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling