+38.4%
IGV vs JEPQ
+70.7%
-32.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -2.9% | -0.2% | -2.8% | -2.8% |
| 30D | -1.5% | +0.8% | -2.3% | -2.3% |
| 3M | +11.7% | +4.0% | +7.7% | +6.2% |
| 6M | +18.4% | +10.4% | +8.0% | +4.4% |
| YTD | -3.9% | +11.4% | -15.4% | -16.2% |
| 1Y | -9.7% | +18.9% | -28.6% | -27.4% |
| 3Y | +38.4% | +70.3% | -31.9% | -29.0% |
| All | +38.4% | +70.7% | -32.3% | -29.0% |
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