-6.5%
IBM vs JEPI
+7.0%
-13.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -0.3% | -2.0% | +1.7% | +2.2% |
| 30D | -1.8% | -2.0% | +0.2% | +0.5% |
| 3M | -13.5% | +3.8% | -17.2% | -16.6% |
| 6M | -5.1% | +0.8% | -5.9% | -5.1% |
| YTD | -19.4% | +3.7% | -23.1% | -22.1% |
| 1Y | -6.5% | +7.1% | -13.6% | -11.3% |
| All | -6.5% | +7.0% | -13.5% | -11.3% |
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