+93.8%
JEPI vs IVZ
+462.7%
-368.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -1.3% | +1.8% | -3.1% | -1.6% |
| 3M | +3.3% | +15.7% | -12.4% | +0.8% |
| 6M | +1.0% | +36.3% | -35.3% | -4.2% |
| YTD | +4.2% | +24.9% | -20.7% | 0.0% |
| 1Y | +7.9% | +48.9% | -41.0% | +0.6% |
| 3Y | +30.0% | +136.8% | -106.8% | +10.6% |
| 5Y | +40.9% | +60.0% | -19.0% | +23.0% |
| All | +93.8% | +462.7% | -368.9% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling