+62.1%
IGV vs JEPQ
+92.4%
-30.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.4% |
| 7D | -5.4% | -0.7% | -4.7% | -4.6% |
| 30D | -2.6% | +0.6% | -3.2% | -3.2% |
| 3M | +10.5% | +5.8% | +4.7% | +2.1% |
| 6M | +18.2% | +9.7% | +8.5% | +4.0% |
| YTD | -4.2% | +10.5% | -14.8% | -16.5% |
| 1Y | -9.8% | +18.4% | -28.2% | -28.3% |
| 3Y | +39.1% | +70.3% | -31.2% | -32.4% |
| All | +62.1% | +92.4% | -30.4% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling