+82.2%
IVV vs JEPI
+41.6%
+40.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.8% |
| 30D | -1.0% | -0.6% | -0.4% | -0.2% |
| 3M | +3.9% | +4.8% | -0.9% | -2.5% |
| 6M | +14.5% | +2.1% | +12.4% | +11.3% |
| YTD | +12.9% | +4.8% | +8.1% | +5.9% |
| 1Y | +19.4% | +8.4% | +10.9% | +6.9% |
| 3Y | +78.8% | +30.8% | +48.0% | +24.1% |
| 5Y | +82.2% | +41.0% | +41.2% | +15.2% |
| All | +82.2% | +41.6% | +40.6% | +15.2% |
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