+88.7%
JEPQ vs FIS
-57.0%
+145.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -0.7% | -8.9% | +8.2% | +0.8% |
| 30D | +0.6% | -9.9% | +10.5% | +2.1% |
| 3M | +5.8% | 0.0% | +5.8% | +5.2% |
| 6M | +9.7% | -22.9% | +32.6% | +14.0% |
| YTD | +10.5% | -40.9% | +51.4% | +20.8% |
| 1Y | +18.4% | -40.4% | +58.8% | +29.0% |
| 3Y | +70.3% | -25.4% | +95.7% | +75.2% |
| All | +88.7% | -57.0% | +145.7% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling