+71.8%
ILMN vs JEPI
+10.0%
+61.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | +0.7% | +2.9% | -2.2% | -2.6% |
| 30D | -22.7% | +2.6% | -25.3% | -24.2% |
| 3M | +8.6% | +2.2% | +6.4% | +6.8% |
| 6M | +43.8% | +7.6% | +36.2% | +35.1% |
| YTD | +59.8% | +8.3% | +51.5% | +44.8% |
| 1Y | +71.8% | +9.7% | +62.1% | +51.9% |
| All | +71.8% | +10.0% | +61.7% | +51.9% |
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