-41.5%
INTU vs JEPI
+29.8%
-71.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -8.5% | -1.1% | -7.3% | -7.0% |
| 30D | -6.1% | -1.3% | -4.9% | -4.5% |
| 3M | +7.3% | +3.3% | +4.0% | +3.1% |
| 6M | -33.2% | +1.0% | -34.2% | -34.1% |
| YTD | -52.2% | +4.2% | -56.4% | -54.9% |
| 1Y | -52.7% | +7.9% | -60.6% | -57.5% |
| All | -41.5% | +29.8% | -71.3% | -61.1% |
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 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