+96.1%
JEPI vs IBB
+61.5%
+34.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.3% | +1.4% | -1.8% | -0.7% |
| 30D | +0.1% | +10.5% | -10.3% | -2.8% |
| 3M | +4.8% | +23.6% | -18.9% | -1.8% |
| 6M | +1.0% | +22.6% | -21.6% | -5.2% |
| YTD | +5.5% | +25.7% | -20.2% | -1.9% |
| 1Y | +9.2% | +51.4% | -42.2% | -4.1% |
| 3Y | +31.2% | +64.4% | -33.2% | +11.3% |
| 5Y | +41.4% | +22.1% | +19.2% | +24.4% |
| All | +96.1% | +61.5% | +34.6% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling