+93.9%
ILMN vs JEPI
+10.9%
+82.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.6% |
| 7D | -21.6% | +1.5% | -23.0% | -22.5% |
| 30D | -22.9% | +3.6% | -26.4% | -25.3% |
| 3M | +11.6% | +2.3% | +9.3% | +9.4% |
| 6M | +62.5% | +5.6% | +56.9% | +54.8% |
| YTD | +72.7% | +7.5% | +65.3% | +57.8% |
| 1Y | +93.9% | +10.6% | +83.3% | +67.6% |
| All | +93.9% | +10.9% | +82.9% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling