-35.8%
ILMN vs JEPI
+95.7%
-131.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.9% |
| 7D | +1.2% | -0.3% | +1.6% | +1.9% |
| 30D | +9.2% | +0.1% | +9.0% | +9.0% |
| 3M | +29.8% | +4.8% | +25.1% | +20.2% |
| 6M | +69.2% | +1.0% | +68.2% | +66.3% |
| YTD | +66.4% | +5.5% | +60.9% | +51.1% |
| 1Y | +123.4% | +9.2% | +114.2% | +91.4% |
| 3Y | +33.2% | +31.2% | +2.0% | -16.2% |
| 5Y | -52.0% | +41.4% | -93.3% | -72.8% |
| All | -35.8% | +95.7% | -131.5% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling