+93.8%
JEPI vs IBN
+273.6%
-179.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -1.1% | -5.1% | +4.0% | -0.3% |
| 30D | -1.3% | -3.5% | +2.3% | -0.7% |
| 3M | +3.3% | +11.3% | -8.0% | +1.5% |
| 6M | +1.0% | +4.4% | -3.4% | +0.1% |
| YTD | +4.2% | -1.8% | +6.0% | +4.3% |
| 1Y | +7.9% | -8.0% | +15.9% | +9.0% |
| 3Y | +30.0% | +27.1% | +3.0% | +24.0% |
| 5Y | +40.9% | +54.5% | -13.6% | +29.6% |
| All | +93.8% | +273.6% | -179.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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