+23.9%
IP vs JEPI
+31.2%
-7.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | -5.3% | -0.3% | -4.9% | -4.7% |
| 30D | -10.9% | +0.1% | -11.0% | -11.0% |
| 3M | +11.2% | +4.8% | +6.4% | +4.1% |
| 6M | -10.2% | +1.0% | -11.2% | -11.3% |
| YTD | -2.0% | +5.5% | -7.5% | -8.4% |
| 1Y | -19.1% | +9.2% | -28.3% | -27.5% |
| All | +23.9% | +31.2% | -7.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling