+23.7%
INTU vs JEPI
+100.7%
-77.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.7% |
| 7D | +0.1% | +2.7% | -2.7% | -4.5% |
| 30D | +10.1% | +2.5% | +7.5% | +5.1% |
| 3M | -4.2% | +1.9% | -6.1% | -7.5% |
| 6M | -7.2% | +7.7% | -15.0% | -18.6% |
| YTD | -47.7% | +8.2% | -55.8% | -54.8% |
| 1Y | -46.7% | +10.4% | -57.1% | -55.6% |
| 3Y | -34.1% | +36.5% | -70.6% | -63.8% |
| 5Y | -43.3% | +44.2% | -87.5% | -70.7% |
| All | +23.7% | +100.7% | -77.0% | -64.8% |
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