+311.5%
IONQ vs JEPQ
+87.7%
+223.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -8.7% |
| 7D | +16.8% | +5.7% | +11.0% | +0.5% |
| 30D | -11.1% | -5.9% | -5.2% | +6.3% |
| 3M | -31.7% | -2.5% | -29.3% | -25.5% |
| 6M | -44.8% | +1.3% | -46.0% | -44.0% |
| YTD | -31.2% | +7.8% | -39.1% | -40.6% |
| 1Y | -39.1% | +8.8% | -47.9% | -47.8% |
| 3Y | +189.5% | +62.3% | +127.2% | -5.0% |
| All | +311.5% | +87.7% | +223.7% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling