+171.8%
IBM vs JEPI
+93.4%
+78.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.0% |
| 7D | +3.6% | -1.1% | +4.7% | +4.8% |
| 30D | +1.5% | -1.3% | +2.8% | +2.9% |
| 3M | -12.9% | +3.3% | -16.3% | -15.8% |
| 6M | -3.9% | +1.0% | -4.9% | -4.9% |
| YTD | -17.3% | +4.2% | -21.6% | -20.8% |
| 1Y | -5.0% | +7.9% | -12.9% | -12.2% |
| 3Y | +78.2% | +30.0% | +48.2% | +36.8% |
| 5Y | +120.6% | +40.9% | +79.7% | +55.6% |
| All | +171.8% | +93.4% | +78.4% | +12.8% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling