+10.6%
JEPI vs IWD
+33.0%
-22.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.1% |
| 7D | +1.5% | +2.5% | -1.1% | -0.1% |
| 30D | +3.6% | +6.0% | -2.4% | 0.0% |
| 3M | +2.3% | +3.8% | -1.5% | 0.0% |
| 6M | +5.6% | +16.3% | -10.7% | -3.9% |
| YTD | +7.5% | +27.5% | -20.0% | -8.4% |
| 1Y | +10.6% | +32.8% | -22.2% | -8.4% |
| All | +10.6% | +33.0% | -22.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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