-27.5%
IBIT vs JEPQ
+21.4%
-48.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.8% |
| 7D | +3.0% | +0.7% | +2.4% | +2.1% |
| 30D | +23.1% | +2.0% | +21.1% | +19.7% |
| 3M | +25.6% | +2.0% | +23.6% | +22.1% |
| 6M | +9.1% | +10.4% | -1.3% | -7.5% |
| YTD | -8.9% | +11.6% | -20.5% | -24.3% |
| 1Y | -27.5% | +20.7% | -48.2% | -44.9% |
| All | -27.5% | +21.4% | -48.8% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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