-39.1%
JOBY vs IR
+74.6%
-113.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -5.2% | -4.5% | -0.7% | -1.9% |
| 30D | -19.7% | -13.9% | -5.8% | -10.3% |
| 3M | -31.7% | -0.3% | -31.4% | -32.5% |
| 6M | -37.5% | -14.3% | -23.2% | -31.3% |
| YTD | -51.6% | -7.9% | -43.7% | -50.5% |
| 1Y | -53.3% | -9.9% | -43.4% | -51.5% |
| 3Y | -12.2% | +6.5% | -18.8% | -19.8% |
| 5Y | -31.3% | +34.0% | -65.3% | -46.9% |
| All | -39.1% | +74.6% | -113.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling