+55.4%
IOT vs JEPI
+38.8%
+16.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -1.5% |
| 7D | -4.5% | -1.0% | -3.5% | -2.6% |
| 30D | -2.4% | -1.4% | -1.0% | +0.3% |
| 3M | +19.0% | +3.5% | +15.4% | +11.0% |
| 6M | +19.6% | +1.9% | +17.7% | +14.2% |
| YTD | +8.3% | +4.4% | +3.8% | -1.9% |
| 1Y | -0.8% | +7.2% | -8.0% | -14.5% |
| 3Y | +24.4% | +29.8% | -5.4% | -28.0% |
| All | +55.4% | +38.8% | +16.6% | -7.1% |
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 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