Your relatives have a “desire to believe” that Jewish people control the US government. You can’t disprove desire, just each individual belief that arises from it.

Your best bet is to point their desire out to them. Maybe ask if there is anything that would disprove it. When they say “no”, leave it at that. Let them realize that their belief is based on opinion not fact.

This only works with people with whom you have a good relationship.