+101.1%
JEPI vs IBB
+62.0%
+39.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +2.5% | +4.6% | -2.0% | +1.2% |
| 3M | +1.9% | +6.8% | -4.9% | -0.2% |
| 6M | +7.7% | +23.1% | -15.4% | +1.0% |
| YTD | +8.2% | +26.0% | -17.9% | +0.4% |
| 1Y | +10.4% | +30.4% | -20.0% | +1.4% |
| 3Y | +36.5% | +85.4% | -48.9% | +12.0% |
| 5Y | +44.2% | +39.7% | +4.5% | +23.8% |
| All | +101.1% | +62.0% | +39.1% | +64.3% |
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