+9.2%
JEPI vs IVZ
+56.4%
-47.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +0.1% | +4.0% | -3.9% | -0.4% |
| 3M | +4.8% | +18.2% | -13.4% | +2.4% |
| 6M | +1.0% | +32.8% | -31.8% | -3.3% |
| YTD | +5.5% | +28.7% | -23.3% | +1.2% |
| 1Y | +9.2% | +55.4% | -46.2% | +2.0% |
| All | +9.2% | +56.4% | -47.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling