+57.6%
IWM vs JEPQ
+94.0%
-36.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | -2.4% | -0.2% | -2.3% | -2.3% |
| 30D | -4.6% | +0.8% | -5.3% | -5.3% |
| 3M | -0.3% | +4.0% | -4.2% | -4.4% |
| 6M | +14.7% | +10.4% | +4.3% | +3.6% |
| YTD | +17.8% | +11.4% | +6.4% | +5.4% |
| 1Y | +21.2% | +18.9% | +2.3% | +1.5% |
| 3Y | +62.3% | +70.3% | -7.9% | -6.1% |
| All | +57.6% | +94.0% | -36.4% | -18.8% |
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