+80.2%
JEPQ vs FIX
+1,217.1%
-1,137.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +1.4% |
| 7D | -0.2% | -7.2% | +7.0% | +0.7% |
| 30D | -8.2% | -35.1% | +26.9% | -1.1% |
| 3M | -4.1% | -34.3% | +30.1% | +2.6% |
| 6M | -0.8% | -42.9% | +42.1% | +8.4% |
| YTD | +5.5% | +19.5% | -13.9% | -1.0% |
| 1Y | +8.4% | +16.8% | -8.4% | +1.9% |
| 3Y | +60.9% | +506.7% | -445.8% | -1.2% |
| All | +80.2% | +1,217.1% | -1,137.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling