+93.8%
JEPI vs IT
+43.5%
+50.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -1.1% | -9.1% | +8.0% | 0.0% |
| 30D | -1.3% | -12.2% | +10.9% | +0.3% |
| 3M | +3.3% | +7.8% | -4.5% | +1.4% |
| 6M | +1.0% | +2.0% | -1.0% | -0.5% |
| YTD | +4.2% | -32.7% | +37.0% | +9.6% |
| 1Y | +7.9% | -31.1% | +39.0% | +12.5% |
| 3Y | +30.0% | -52.1% | +82.1% | +43.4% |
| 5Y | +40.9% | -46.3% | +87.2% | +48.8% |
| All | +93.8% | +43.5% | +50.2% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling