+94.2%
JEPI vs IAG
+426.2%
-332.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | -1.4% | +12.1% | -13.5% | -2.0% |
| 3M | +3.5% | +25.5% | -22.0% | +2.4% |
| 6M | +1.9% | -7.1% | +9.0% | +1.8% |
| YTD | +4.4% | +22.9% | -18.4% | +2.8% |
| 1Y | +7.2% | +83.3% | -76.2% | +3.5% |
| 3Y | +29.8% | +808.5% | -778.8% | +15.1% |
| 5Y | +41.7% | +838.0% | -796.2% | +21.8% |
| All | +94.2% | +426.2% | -332.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling