+41.8%
JEPI vs IRM
+197.3%
-155.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -1.4% | -7.4% | +6.0% | +0.1% |
| 3M | +3.5% | -7.4% | +10.9% | +4.9% |
| 6M | +1.9% | +8.7% | -6.7% | -0.7% |
| YTD | +4.4% | +40.9% | -36.5% | -4.3% |
| 1Y | +7.2% | +20.5% | -13.3% | +1.4% |
| 3Y | +29.8% | +101.7% | -71.9% | +4.6% |
| All | +41.8% | +197.3% | -155.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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