+94.2%
JEPI vs INVH
+35.8%
+58.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | -1.4% | -7.5% | +6.1% | +0.5% |
| 3M | +3.5% | -5.5% | +9.1% | +4.9% |
| 6M | +1.9% | +11.7% | -9.8% | -1.1% |
| YTD | +4.4% | +1.3% | +3.1% | +3.6% |
| 1Y | +7.2% | -6.1% | +13.3% | +8.4% |
| 3Y | +29.8% | -9.8% | +39.5% | +31.4% |
| 5Y | +41.7% | -19.7% | +61.4% | +46.3% |
| All | +94.2% | +35.8% | +58.4% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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