-28.0%
JOBY vs IYR
+6.0%
-34.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.3% |
| 7D | -5.2% | -1.4% | -3.8% | -3.4% |
| 30D | -19.7% | -2.7% | -17.1% | -16.8% |
| 3M | -31.7% | -2.1% | -29.6% | -31.2% |
| 6M | -37.5% | +3.6% | -41.1% | -41.9% |
| YTD | -51.6% | +8.1% | -59.7% | -57.8% |
| 1Y | -53.3% | +4.7% | -58.0% | -57.5% |
| 3Y | -12.2% | +29.1% | -41.3% | -39.5% |
| All | -28.0% | +6.0% | -34.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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