-54.1%
ILMN vs JEPI
+40.2%
-94.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -1.9% |
| 7D | -3.9% | -1.1% | -2.7% | -1.9% |
| 30D | +6.9% | -1.3% | +8.2% | +9.3% |
| 3M | +28.1% | +3.3% | +24.8% | +21.2% |
| 6M | +65.0% | +1.0% | +63.9% | +62.1% |
| YTD | +56.3% | +4.2% | +52.1% | +44.7% |
| 1Y | +108.7% | +7.9% | +100.8% | +82.0% |
| 3Y | +33.1% | +30.0% | +3.0% | -16.1% |
| 5Y | -54.1% | +40.9% | -95.0% | -74.1% |
| All | -54.1% | +40.2% | -94.4% | -74.1% |
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