+66.3%
IBIT vs JEPQ
+58.5%
+7.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +1.1% | +0.1% | -0.1% |
| 30D | +22.2% | +1.3% | +20.9% | +20.3% |
| 3M | +26.0% | +4.7% | +21.4% | +18.7% |
| 6M | +13.2% | +10.6% | +2.6% | -0.3% |
| YTD | -10.8% | +11.4% | -22.2% | -21.6% |
| 1Y | -29.9% | +19.4% | -49.4% | -42.8% |
| All | +66.3% | +58.5% | +7.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling