-12.2%
JOBY vs IJR
+52.1%
-64.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.3% |
| 7D | -5.2% | -2.2% | -3.0% | -1.4% |
| 30D | -19.7% | -4.6% | -15.1% | -12.7% |
| 3M | -31.7% | +0.2% | -32.0% | -31.7% |
| 6M | -37.5% | +14.7% | -52.3% | -49.9% |
| YTD | -51.6% | +18.9% | -70.5% | -63.4% |
| 1Y | -53.3% | +19.9% | -73.2% | -65.0% |
| 3Y | -12.2% | +53.0% | -65.2% | -56.5% |
| All | -12.2% | +52.1% | -64.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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