+29.8%
JEPI vs ITUB
+120.9%
-91.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.0% | +2.2% | -3.2% | -1.3% |
| 30D | -1.4% | +12.6% | -14.0% | -2.9% |
| 3M | +3.5% | +6.4% | -2.9% | +2.6% |
| 6M | +1.9% | +0.6% | +1.3% | +1.5% |
| YTD | +4.4% | +18.8% | -14.4% | +1.6% |
| 1Y | +7.2% | +31.0% | -23.8% | +2.7% |
| 3Y | +29.8% | +118.1% | -88.3% | +13.7% |
| All | +29.8% | +120.9% | -91.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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