+44.4%
JEPI vs IWD
+73.1%
-28.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.9% | +1.7% | +1.2% | +1.8% |
| 30D | +2.6% | +3.2% | -0.7% | +0.4% |
| 3M | +2.2% | +2.3% | -0.1% | +0.7% |
| 6M | +7.6% | +12.9% | -5.3% | -1.1% |
| YTD | +8.3% | +26.2% | -17.9% | -7.9% |
| 1Y | +9.7% | +28.3% | -18.5% | -7.7% |
| 3Y | +36.7% | +84.4% | -47.7% | -10.5% |
| 5Y | +44.4% | +73.0% | -28.6% | -2.1% |
| All | +44.4% | +73.1% | -28.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling