There is no definitive historical evidence that the Israelites were ever in Egypt, that Joseph or Moses existed, or that an Exodus occurred in the way it was described in the Torah. However, we have to understand that all of the concepts of Judaism that we think of today, from symbology such as the Star of David to the written Torah didn't exist until long after an Exodus would have occurred.

Many historians and archaeologists have proposed theories that present a historical Exodus, but the evidence is usually faulty because it doesn't line up in the timeline.

Personally, I like the argument put forward by Timothy Mahoney in his documentary Patterns of Evidence: The Exodus. You can find it on Netflix. But it is definitely missing a lot of evidence for the claims he is making to be taken more seriously.