+9.2%
JEPI vs IWD
+30.5%
-21.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | +0.1% | +0.6% | -0.4% | -0.2% |
| 3M | +4.8% | +7.2% | -2.5% | +0.4% |
| 6M | +1.0% | +16.2% | -15.2% | -8.5% |
| YTD | +5.5% | +23.3% | -17.8% | -8.0% |
| 1Y | +9.2% | +29.6% | -20.4% | -7.7% |
| All | +9.2% | +30.5% | -21.3% | -7.7% |
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