+22.8%
IGV vs JEPI
+40.5%
-17.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | -5.4% | -2.0% | -3.3% | -2.2% |
| 30D | -2.6% | -2.0% | -0.6% | +0.5% |
| 3M | +10.5% | +3.8% | +6.7% | +4.1% |
| 6M | +18.2% | +0.8% | +17.3% | +16.1% |
| YTD | -4.2% | +3.7% | -7.9% | -10.2% |
| 1Y | -9.8% | +7.1% | -16.9% | -19.8% |
| 3Y | +39.1% | +29.4% | +9.7% | -9.2% |
| All | +22.8% | +40.5% | -17.8% | -29.3% |
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 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