+183.0%
IVV vs JEPI
+101.5%
+81.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | 0.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | -2.3% | +2.8% | -5.2% | -5.9% |
| 3M | -1.2% | +2.6% | -3.8% | -4.5% |
| 6M | +3.3% | +8.4% | -5.0% | -7.3% |
| YTD | +12.3% | +8.6% | +3.7% | +0.4% |
| 1Y | +12.5% | +10.4% | +2.1% | -1.7% |
| 3Y | +79.2% | +37.1% | +42.1% | +16.1% |
| 5Y | +75.6% | +45.5% | +30.1% | +5.7% |
| All | +183.0% | +101.5% | +81.5% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling