-39.1%
JOBY vs IRM
+421.9%
-461.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.1% |
| 7D | -5.2% | -1.4% | -3.8% | -4.4% |
| 30D | -19.7% | -7.4% | -12.3% | -16.2% |
| 3M | -31.7% | -7.4% | -24.4% | -29.2% |
| 6M | -37.5% | +8.7% | -46.2% | -41.1% |
| YTD | -51.6% | +40.9% | -92.5% | -61.4% |
| 1Y | -53.3% | +20.5% | -73.8% | -58.9% |
| 3Y | -12.2% | +101.7% | -113.9% | -45.1% |
| 5Y | -31.3% | +197.7% | -229.0% | -64.0% |
| All | -39.1% | +421.9% | -461.0% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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