+35.0%
JEPQ vs BIYA
-99.8%
+134.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +0.7% | +1.3% | -0.7% | +0.7% |
| 30D | +2.0% | -21.0% | +23.0% | +1.9% |
| 3M | +2.0% | -74.3% | +76.3% | +1.8% |
| 6M | +10.4% | -84.6% | +95.0% | +10.1% |
| YTD | +11.6% | -94.2% | +105.8% | +11.8% |
| 1Y | +20.7% | -98.2% | +118.9% | +22.3% |
| All | +35.0% | -99.8% | +134.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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