+41.8%
JEPI vs IT
-42.9%
+84.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.6% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | +3.5% | +20.7% | -17.1% | +0.1% |
| 6M | +1.9% | +12.0% | -10.0% | -0.9% |
| YTD | +4.4% | -28.8% | +33.2% | +9.5% |
| 1Y | +7.2% | -25.5% | +32.7% | +10.9% |
| 3Y | +29.8% | -48.8% | +78.5% | +42.8% |
| All | +41.8% | -42.9% | +84.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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