-6.7%
IP vs JEPI
+10.0%
-16.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.4% |
| 7D | -0.9% | +2.9% | -3.8% | -7.7% |
| 30D | +6.7% | +2.6% | +4.1% | -0.7% |
| 3M | -16.6% | +2.2% | -18.8% | -21.4% |
| 6M | +6.0% | +7.6% | -1.6% | -12.9% |
| YTD | -10.7% | +8.3% | -19.0% | -27.6% |
| 1Y | -6.7% | +9.7% | -16.4% | -27.4% |
| All | -6.7% | +10.0% | -16.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling