+28.9%
JEPI vs IONS
+35.4%
-6.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -2.0% | -4.3% | +2.2% | -1.8% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | +3.8% | -24.1% | +27.9% | +5.0% |
| 6M | +0.8% | -26.4% | +27.3% | +2.2% |
| YTD | +3.7% | -29.7% | +33.4% | +5.3% |
| 1Y | +7.1% | -13.0% | +20.2% | +7.3% |
| All | +28.9% | +35.4% | -6.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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