+120.6%
IBM vs JEPI
+40.2%
+80.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.0% |
| 7D | +3.6% | -1.1% | +4.7% | +4.7% |
| 30D | +1.5% | -1.3% | +2.8% | +2.8% |
| 3M | -12.9% | +3.3% | -16.3% | -15.6% |
| 6M | -3.9% | +1.0% | -4.9% | -4.8% |
| YTD | -17.3% | +4.2% | -21.6% | -20.6% |
| 1Y | -5.0% | +7.9% | -12.9% | -11.8% |
| 3Y | +78.2% | +30.0% | +48.2% | +39.8% |
| 5Y | +120.6% | +40.9% | +79.7% | +60.7% |
| All | +120.6% | +40.2% | +80.4% | +60.7% |
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