+181.8%
IBM vs JEPI
+100.7%
+81.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +1.6% | +2.7% | -1.1% | -1.3% |
| 30D | +9.2% | +2.5% | +6.7% | +6.3% |
| 3M | +4.9% | +1.9% | +3.0% | +2.8% |
| 6M | +16.8% | +7.7% | +9.0% | +7.9% |
| YTD | -14.3% | +8.2% | -22.4% | -21.0% |
| 1Y | -16.7% | +10.4% | -27.1% | -24.9% |
| 3Y | +82.2% | +36.5% | +45.7% | +32.9% |
| 5Y | +149.9% | +44.2% | +105.7% | +72.6% |
| All | +181.8% | +100.7% | +81.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling