+62.3%
IYR vs JEPI
+93.4%
-31.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -0.9% | -1.1% | +0.2% | +0.5% |
| 30D | -2.4% | -1.3% | -1.1% | -0.8% |
| 3M | -2.0% | +3.3% | -5.4% | -6.1% |
| 6M | +2.5% | +1.0% | +1.5% | +1.2% |
| YTD | +8.3% | +4.2% | +4.1% | +2.6% |
| 1Y | +6.5% | +7.9% | -1.5% | -3.6% |
| 3Y | +29.3% | +30.0% | -0.7% | -9.0% |
| 5Y | +5.7% | +40.9% | -35.3% | -32.7% |
| All | +62.3% | +93.4% | -31.1% | -38.2% |
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