-16.1%
IP vs JEPI
+41.4%
-57.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | -5.3% | -0.3% | -4.9% | -4.8% |
| 30D | -10.9% | +0.1% | -11.0% | -11.0% |
| 3M | +11.2% | +4.8% | +6.4% | +4.8% |
| 6M | -10.2% | +1.0% | -11.2% | -11.0% |
| YTD | -2.0% | +5.5% | -7.5% | -7.9% |
| 1Y | -19.1% | +9.2% | -28.3% | -27.0% |
| 3Y | +20.9% | +31.2% | -10.3% | -12.0% |
| All | -16.1% | +41.4% | -57.5% | -44.1% |
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