+73.5%
IVV vs JEPI
+43.6%
+29.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -1.3% |
| 30D | -3.7% | +1.6% | -5.2% | -5.6% |
| 3M | -2.7% | +1.3% | -4.0% | -4.4% |
| 6M | +2.2% | +6.5% | -4.2% | -6.0% |
| YTD | +10.9% | +6.9% | +4.0% | +1.3% |
| 1Y | +11.3% | +9.4% | +1.9% | -1.5% |
| 3Y | +76.9% | +35.0% | +41.9% | +17.5% |
| 5Y | +73.5% | +43.2% | +30.3% | +7.0% |
| All | +73.5% | +43.6% | +29.9% | +7.0% |
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