-12.4%
IP vs JEPI
+40.5%
-52.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.7% |
| 7D | -5.1% | -2.0% | -3.1% | -2.4% |
| 30D | +8.5% | 0.0% | +8.6% | +8.6% |
| 3M | -13.8% | -0.8% | -13.1% | -12.7% |
| 6M | +5.7% | +3.2% | +2.5% | +1.8% |
| YTD | -9.1% | +4.7% | -13.8% | -13.6% |
| 1Y | -0.8% | +8.0% | -8.8% | -9.2% |
| 3Y | +14.8% | +32.3% | -17.5% | -17.4% |
| All | -12.4% | +40.5% | -52.9% | -41.6% |
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