+6.8%
JEPI vs IDXX
-7.4%
+14.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.9% |
| 7D | -2.7% | +16.4% | -19.1% | -3.8% |
| 30D | -0.3% | +30.1% | -30.4% | -2.9% |
| 3M | -1.3% | +14.7% | -16.0% | -2.2% |
| 6M | +2.5% | +19.1% | -16.6% | +0.8% |
| YTD | +4.0% | -0.9% | +4.8% | +5.2% |
| 1Y | +6.8% | -6.9% | +13.7% | +9.3% |
| All | +6.8% | -7.4% | +14.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling