-39.9%
JOBY vs IRM
+411.5%
-451.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.5% |
| 7D | -8.2% | -1.8% | -6.3% | -7.2% |
| 30D | -25.1% | -7.8% | -17.3% | -21.6% |
| 3M | -28.8% | -7.9% | -20.9% | -25.9% |
| 6M | -36.1% | +6.3% | -42.5% | -39.0% |
| YTD | -52.2% | +38.2% | -90.4% | -61.4% |
| 1Y | -52.4% | +19.8% | -72.2% | -58.0% |
| 3Y | -13.6% | +98.8% | -112.3% | -45.4% |
| 5Y | -32.2% | +191.8% | -223.9% | -64.0% |
| All | -39.9% | +411.5% | -451.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling