-40.1%
IONQ vs JEPQ
+0.8%
-40.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -8.2% |
| 7D | +15.3% | -0.3% | +15.6% | +16.0% |
| 30D | -6.1% | -6.6% | +0.5% | +16.4% |
| 3M | -21.6% | -2.6% | -19.0% | -14.3% |
| 6M | -40.1% | +0.5% | -40.6% | -38.7% |
| All | -40.1% | +0.8% | -40.9% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling