+29.8%
JEPI vs INDA
+7.9%
+21.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.2% |
| 30D | -1.4% | -2.8% | +1.3% | -0.6% |
| 3M | +3.5% | +1.6% | +1.9% | +3.0% |
| 6M | +1.9% | -1.4% | +3.4% | +2.1% |
| YTD | +4.4% | -10.1% | +14.6% | +7.7% |
| 1Y | +7.2% | -8.8% | +16.0% | +9.9% |
| 3Y | +29.8% | +7.6% | +22.2% | +22.1% |
| All | +29.8% | +7.9% | +21.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling