+93.8%
IONQ vs JEPQ
+70.7%
+23.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.4% |
| 7D | +1.3% | +1.1% | +0.3% | -1.6% |
| 30D | -10.3% | +1.3% | -11.6% | -13.0% |
| 3M | -32.7% | +4.7% | -37.4% | -39.8% |
| 6M | +6.3% | +10.6% | -4.3% | -15.9% |
| YTD | -15.0% | +11.4% | -26.4% | -34.0% |
| 1Y | -13.3% | +19.4% | -32.7% | -43.4% |
| All | +93.8% | +70.7% | +23.1% | -41.6% |
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