-28.0%
JOBY vs IRM
+197.3%
-225.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | -0.1% |
| 7D | -5.2% | -1.4% | -3.8% | -4.2% |
| 30D | -19.7% | -7.4% | -12.3% | -15.7% |
| 3M | -31.7% | -7.4% | -24.4% | -28.9% |
| 6M | -37.5% | +8.7% | -46.2% | -41.8% |
| YTD | -51.6% | +40.9% | -92.5% | -62.9% |
| 1Y | -53.3% | +20.5% | -73.8% | -59.9% |
| 3Y | -12.2% | +101.7% | -113.9% | -52.1% |
| All | -28.0% | +197.3% | -225.4% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling