-42.6%
INTU vs JEPI
+40.2%
-82.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | -8.5% | -1.1% | -7.3% | -6.6% |
| 30D | -6.1% | -1.3% | -4.9% | -4.0% |
| 3M | +7.3% | +3.3% | +4.0% | +1.6% |
| 6M | -33.2% | +1.0% | -34.2% | -34.6% |
| YTD | -52.2% | +4.2% | -56.4% | -55.8% |
| 1Y | -52.7% | +7.9% | -60.6% | -59.0% |
| 3Y | -41.6% | +30.0% | -71.6% | -65.3% |
| 5Y | -42.6% | +40.9% | -83.6% | -69.1% |
| All | -42.6% | +40.2% | -82.9% | -69.1% |
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