+404.3%
INSM vs JEPI
+92.4%
+311.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +0.5% | -2.0% | +2.5% | +3.2% |
| 30D | -4.0% | -2.0% | -2.0% | -1.4% |
| 3M | +38.5% | +3.8% | +34.7% | +31.7% |
| 6M | -11.5% | +0.8% | -12.3% | -12.3% |
| YTD | -26.9% | +3.7% | -30.6% | -30.2% |
| 1Y | -12.8% | +7.1% | -19.9% | -20.2% |
| 3Y | +384.7% | +29.4% | +355.3% | +239.8% |
| 5Y | +368.8% | +40.8% | +328.1% | +190.9% |
| All | +404.3% | +92.4% | +311.8% | +82.8% |
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 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