+90.8%
IVV vs JEPQ
+94.3%
-3.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +0.1% | +0.7% | -0.6% | -0.5% |
| 30D | +0.1% | +2.0% | -1.9% | -1.8% |
| 3M | +2.0% | +2.0% | 0.0% | -0.1% |
| 6M | +13.0% | +10.4% | +2.6% | +2.6% |
| YTD | +13.6% | +11.6% | +2.0% | +2.0% |
| 1Y | +20.1% | +20.7% | -0.6% | 0.0% |
| 3Y | +77.6% | +70.8% | +6.8% | +5.2% |
| All | +90.8% | +94.3% | -3.5% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling