+39.8%
IJR vs JEPI
+41.5%
-1.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.5% |
| 7D | -2.2% | -1.0% | -1.2% | -0.7% |
| 30D | -4.6% | -1.4% | -3.2% | -2.6% |
| 3M | +0.2% | +3.5% | -3.3% | -4.8% |
| 6M | +14.7% | +1.9% | +12.8% | +11.5% |
| YTD | +18.9% | +4.4% | +14.4% | +11.6% |
| 1Y | +19.9% | +7.2% | +12.7% | +8.6% |
| 3Y | +53.0% | +29.8% | +23.3% | +6.8% |
| All | +39.8% | +41.5% | -1.7% | -13.0% |
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