+6.5%
IYR vs JEPI
+41.5%
-35.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -0.1% |
| 30D | -2.7% | -1.4% | -1.2% | -0.9% |
| 3M | -2.1% | +3.5% | -5.7% | -6.3% |
| 6M | +3.6% | +1.9% | +1.7% | +1.1% |
| YTD | +8.1% | +4.4% | +3.7% | +2.4% |
| 1Y | +4.7% | +7.2% | -2.5% | -4.1% |
| 3Y | +29.1% | +29.8% | -0.6% | -8.4% |
| All | +6.5% | +41.5% | -35.0% | -32.2% |
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