+41.8%
JEPI vs INDA
+5.7%
+36.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -1.4% | -2.8% | +1.3% | -0.4% |
| 3M | +3.5% | +1.6% | +1.9% | +2.9% |
| 6M | +1.9% | -1.4% | +3.4% | +2.2% |
| YTD | +4.4% | -10.1% | +14.6% | +8.4% |
| 1Y | +7.2% | -8.8% | +16.0% | +10.5% |
| 3Y | +29.8% | +7.6% | +22.2% | +23.6% |
| All | +41.8% | +5.7% | +36.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling