-13.6%
IP vs JEPI
+44.0%
-57.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.6% |
| 7D | -0.3% | +2.7% | -3.0% | -4.0% |
| 30D | +7.9% | +2.5% | +5.4% | +4.3% |
| 3M | -15.3% | +1.9% | -17.3% | -17.4% |
| 6M | +10.5% | +7.7% | +2.8% | +0.2% |
| YTD | -9.4% | +8.2% | -17.5% | -17.7% |
| 1Y | -4.6% | +10.4% | -15.0% | -15.5% |
| 3Y | +21.2% | +36.5% | -15.3% | -16.6% |
| All | -13.6% | +44.0% | -57.7% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling