+66.3%
IBIT vs JEPI
+26.4%
+39.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +1.1% | -1.1% | +2.3% | +2.9% |
| 30D | +22.2% | -1.3% | +23.5% | +24.5% |
| 3M | +26.0% | +3.3% | +22.7% | +20.1% |
| 6M | +13.2% | +1.0% | +12.2% | +11.5% |
| YTD | -10.8% | +4.2% | -15.0% | -15.6% |
| 1Y | -29.9% | +7.9% | -37.9% | -36.7% |
| All | +66.3% | +26.4% | +39.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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