+40.8%
JEPI vs IBB
+17.1%
+23.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -2.0% | -5.2% | +3.2% | -0.4% |
| 30D | -2.0% | +1.5% | -3.5% | -2.6% |
| 3M | +3.8% | +22.1% | -18.4% | -3.1% |
| 6M | +0.8% | +17.7% | -16.9% | -4.9% |
| YTD | +3.7% | +20.2% | -16.5% | -3.0% |
| 1Y | +7.1% | +44.4% | -37.3% | -6.1% |
| 3Y | +29.4% | +61.1% | -31.7% | +7.9% |
| 5Y | +40.8% | +18.5% | +22.2% | +21.7% |
| All | +40.8% | +17.1% | +23.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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