-38.4%
ILMN vs JEPI
+101.0%
-139.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +0.7% | +2.9% | -2.2% | -4.0% |
| 30D | -22.7% | +2.6% | -25.3% | -25.8% |
| 3M | +8.6% | +2.2% | +6.4% | +5.0% |
| 6M | +43.8% | +7.6% | +36.2% | +27.4% |
| YTD | +59.8% | +8.3% | +51.5% | +39.1% |
| 1Y | +71.8% | +9.7% | +62.1% | +46.4% |
| 3Y | +119.0% | +36.7% | +82.3% | +28.6% |
| 5Y | -43.8% | +44.4% | -88.2% | -69.2% |
| All | -38.4% | +101.0% | -139.3% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling