+390.0%
IONQ vs JEPQ
+94.0%
+296.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -2.5% |
| 7D | -7.0% | -0.2% | -6.9% | -6.6% |
| 30D | -18.7% | +0.8% | -19.5% | -19.9% |
| 3M | -36.6% | +4.0% | -40.6% | -41.8% |
| 6M | +7.2% | +10.4% | -3.2% | -14.4% |
| YTD | -18.1% | +11.4% | -29.5% | -36.2% |
| 1Y | -21.9% | +18.9% | -40.8% | -48.1% |
| 3Y | +86.7% | +70.3% | +16.5% | -46.6% |
| All | +390.0% | +94.0% | +296.0% | +24.4% |
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