+99.4%
IBM vs JEPQ
+94.2%
+5.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +1.4% | -1.1% | -0.5% |
| 30D | -1.5% | +1.3% | -2.8% | -2.2% |
| 3M | -16.8% | +3.8% | -20.6% | -19.0% |
| 6M | -9.0% | +12.2% | -21.2% | -15.5% |
| YTD | -20.1% | +11.6% | -31.6% | -25.3% |
| 1Y | -7.0% | +19.9% | -26.9% | -16.7% |
| 3Y | +72.4% | +71.9% | +0.5% | +27.1% |
| All | +99.4% | +94.2% | +5.2% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling