-38.9%
JOBY vs IYR
+37.2%
-76.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -4.8% |
| 7D | -5.9% | -0.9% | -5.0% | -4.7% |
| 30D | -27.1% | -2.4% | -24.8% | -25.0% |
| 3M | -30.7% | -2.0% | -28.7% | -30.3% |
| 6M | -36.1% | +2.5% | -38.5% | -39.5% |
| YTD | -51.4% | +8.3% | -59.7% | -57.3% |
| 1Y | -52.2% | +6.5% | -58.6% | -57.1% |
| 3Y | -12.1% | +29.3% | -41.4% | -37.7% |
| 5Y | -31.1% | +5.7% | -36.8% | -38.2% |
| All | -38.9% | +37.2% | -76.1% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling