+48.1%
IJH vs JEPI
+41.5%
+6.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.2% |
| 7D | -1.9% | -1.0% | -0.9% | -0.4% |
| 30D | -4.6% | -1.4% | -3.2% | -2.6% |
| 3M | -1.2% | +3.5% | -4.7% | -6.1% |
| 6M | +9.4% | +1.9% | +7.5% | +6.4% |
| YTD | +13.3% | +4.4% | +8.9% | +6.4% |
| 1Y | +13.4% | +7.2% | +6.2% | +2.6% |
| 3Y | +50.4% | +29.8% | +20.7% | +3.8% |
| All | +48.1% | +41.5% | +6.6% | -9.3% |
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