+56.9%
IWM vs JEPQ
+92.4%
-35.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | -2.5% | -0.7% | -1.9% | -1.9% |
| 30D | -4.4% | +0.6% | -5.0% | -4.9% |
| 3M | +2.2% | +5.8% | -3.6% | -3.7% |
| 6M | +14.0% | +9.7% | +4.4% | +3.6% |
| YTD | +17.4% | +10.5% | +6.8% | +5.8% |
| 1Y | +22.9% | +18.4% | +4.5% | +3.4% |
| 3Y | +62.1% | +70.3% | -8.3% | -6.3% |
| All | +56.9% | +92.4% | -35.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling