-27.9%
INTU vs JEPQ
+92.4%
-120.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.5% |
| 7D | -9.2% | -0.7% | -8.5% | -8.5% |
| 30D | -7.0% | +0.6% | -7.6% | -7.7% |
| 3M | +10.5% | +5.8% | +4.7% | +1.4% |
| 6M | -30.6% | +9.7% | -40.2% | -39.6% |
| YTD | -52.3% | +10.5% | -62.9% | -59.0% |
| 1Y | -51.8% | +18.4% | -70.2% | -62.3% |
| 3Y | -41.8% | +70.3% | -112.2% | -74.5% |
| All | -27.9% | +92.4% | -120.3% | -72.2% |
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