-2.9%
IBM vs JEPQ
+19.0%
-21.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +3.1% | +0.8% | +2.3% | +2.8% |
| 3M | -10.8% | +4.0% | -14.8% | -13.5% |
| 6M | -0.8% | +10.4% | -11.2% | -8.5% |
| YTD | -16.2% | +11.4% | -27.6% | -22.9% |
| 1Y | -2.9% | +18.9% | -21.8% | -8.4% |
| All | -2.9% | +19.0% | -21.9% | -8.4% |
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 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