+137.9%
IWM vs JEPI
+95.7%
+42.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | +1.6% | +4.8% | -3.1% | -5.4% |
| 6M | +13.6% | +1.0% | +12.5% | +11.9% |
| YTD | +20.8% | +5.5% | +15.3% | +11.3% |
| 1Y | +26.4% | +9.2% | +17.2% | +10.7% |
| 3Y | +60.7% | +31.2% | +29.5% | +7.6% |
| 5Y | +38.2% | +41.4% | -3.2% | -16.5% |
| All | +137.9% | +95.7% | +42.2% | -22.7% |
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