+44.7%
IBKR vs JEPI
+9.5%
+35.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | -3.3% | -0.3% | -2.9% | -2.6% |
| 30D | +4.5% | +0.1% | +4.3% | +4.2% |
| 3M | +6.5% | +4.8% | +1.7% | -3.0% |
| 6M | +34.2% | +1.0% | +33.2% | +32.8% |
| YTD | +44.5% | +5.5% | +39.0% | +30.0% |
| 1Y | +44.7% | +9.2% | +35.5% | +25.5% |
| All | +44.7% | +9.5% | +35.2% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling