-34.1%
INTU vs JEPI
+36.7%
-70.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +0.1% | +2.7% | -2.7% | -3.2% |
| 30D | +10.1% | +2.5% | +7.5% | +6.5% |
| 3M | -4.2% | +1.9% | -6.1% | -6.6% |
| 6M | -7.2% | +7.7% | -15.0% | -15.6% |
| YTD | -47.7% | +8.2% | -55.8% | -52.9% |
| 1Y | -46.7% | +10.4% | -57.1% | -53.4% |
| 3Y | -34.1% | +36.5% | -70.6% | -61.3% |
| All | -34.1% | +36.7% | -70.8% | -61.3% |
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