+41.8%
JEPI vs IFF
-35.8%
+77.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +3.5% | +8.4% | -4.9% | +2.0% |
| 6M | +1.9% | +23.0% | -21.1% | -2.1% |
| YTD | +4.4% | +25.5% | -21.0% | -0.3% |
| 1Y | +7.2% | +29.1% | -21.9% | +1.7% |
| 3Y | +29.8% | +31.7% | -1.9% | +21.1% |
| All | +41.8% | -35.8% | +77.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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