+83.6%
ICE vs JEPI
+93.8%
-10.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -2.4% | -1.0% | -1.4% | -1.3% |
| 30D | +4.0% | -1.4% | +5.4% | +5.8% |
| 3M | +13.7% | +3.5% | +10.1% | +9.3% |
| 6M | +0.9% | +1.9% | -1.0% | -1.3% |
| YTD | -2.1% | +4.4% | -6.6% | -6.9% |
| 1Y | -9.5% | +7.2% | -16.7% | -16.5% |
| 3Y | +42.1% | +29.8% | +12.3% | +3.1% |
| 5Y | +41.4% | +41.7% | -0.3% | -7.9% |
| All | +83.6% | +93.8% | -10.2% | -26.4% |
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