+41.8%
JEPI vs IVZ
+61.1%
-19.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -1.4% | +3.0% | -4.5% | -2.0% |
| 3M | +3.5% | +14.9% | -11.3% | +0.6% |
| 6M | +1.9% | +36.7% | -34.8% | -4.5% |
| YTD | +4.4% | +25.7% | -21.2% | -0.8% |
| 1Y | +7.2% | +47.7% | -40.5% | -1.6% |
| 3Y | +29.8% | +138.8% | -109.1% | +5.3% |
| All | +41.8% | +61.1% | -19.3% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling