+36.2%
ILMN vs JEPI
+29.8%
+6.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.0% |
| 7D | -3.9% | -1.1% | -2.7% | -2.1% |
| 30D | +6.9% | -1.3% | +8.2% | +9.1% |
| 3M | +28.1% | +3.3% | +24.8% | +21.9% |
| 6M | +65.0% | +1.0% | +63.9% | +62.5% |
| YTD | +56.3% | +4.2% | +52.1% | +45.6% |
| 1Y | +108.7% | +7.9% | +100.8% | +83.8% |
| All | +36.2% | +29.8% | +6.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling