-12.0%
IEF vs JEPI
+93.8%
-105.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.3% |
| 30D | -1.7% | -1.4% | -0.3% | -1.7% |
| 3M | -2.5% | +3.5% | -6.1% | -2.7% |
| 6M | -3.3% | +1.9% | -5.2% | -3.4% |
| YTD | -2.8% | +4.4% | -7.3% | -3.1% |
| 1Y | -2.7% | +7.2% | -9.9% | -3.1% |
| 3Y | +8.9% | +29.8% | -20.9% | +7.1% |
| 5Y | -9.4% | +41.7% | -51.1% | -11.6% |
| All | -12.0% | +93.8% | -105.8% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling