+8.4%
JEPQ vs FIS
-50.5%
+58.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.7% | +24.6% | -0.1% |
| 7D | -4.9% | -18.4% | +13.5% | -5.6% |
| 30D | -6.7% | -11.4% | +4.7% | -7.3% |
| 3M | -3.0% | -32.0% | +29.0% | -3.8% |
| 6M | +1.4% | -35.6% | +37.0% | +1.4% |
| YTD | +6.5% | -53.8% | +60.2% | +13.0% |
| 1Y | +8.4% | -51.1% | +59.5% | +13.3% |
| All | +8.4% | -50.5% | +58.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling