+77.4%
IBM vs JEPQ
+70.7%
+6.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +1.1% | +2.5% | +2.9% |
| 30D | +1.5% | +1.3% | +0.2% | +0.8% |
| 3M | -12.9% | +4.7% | -17.6% | -15.9% |
| 6M | -3.9% | +10.6% | -14.5% | -10.5% |
| YTD | -17.3% | +11.4% | -28.8% | -23.2% |
| 1Y | -5.0% | +19.4% | -24.4% | -15.5% |
| All | +77.4% | +70.7% | +6.7% | +32.8% |
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