-2.8%
IP vs JEPI
+9.7%
-12.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.4% |
| 7D | 0.0% | +0.6% | -0.5% | -1.9% |
| 30D | +9.4% | +1.6% | +7.8% | +4.5% |
| 3M | -14.1% | +1.3% | -15.4% | -17.1% |
| 6M | +9.2% | +6.5% | +2.7% | -7.6% |
| YTD | -7.5% | +6.9% | -14.5% | -22.4% |
| 1Y | -2.8% | +9.4% | -12.2% | -24.0% |
| All | -2.8% | +9.7% | -12.5% | -24.0% |
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