+79.4%
IVV vs JEPQ
+61.3%
+18.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | -2.3% | -6.6% | +4.2% | +3.5% |
| 3M | -1.2% | -2.6% | +1.4% | +0.9% |
| 6M | +3.3% | +0.5% | +2.8% | +2.3% |
| YTD | +12.3% | +7.1% | +5.2% | +4.8% |
| 1Y | +12.5% | +8.1% | +4.4% | +4.0% |
| All | +79.4% | +61.3% | +18.1% | +11.1% |
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