-60.8%
JOBY vs IRE
-85.3%
+24.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -0.5% |
| 7D | -8.2% | +7.9% | -16.1% | -9.5% |
| 30D | -25.1% | +9.3% | -34.3% | -27.6% |
| 3M | -28.8% | -52.3% | +23.6% | -25.9% |
| 6M | -36.1% | -38.5% | +2.3% | -40.0% |
| YTD | -52.2% | -54.8% | +2.6% | -55.6% |
| All | -60.8% | -85.3% | +24.5% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling