+90.2%
JEPQ vs FIX
+1,811.0%
-1,720.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +1.1% | +3.5% | -2.5% | +0.4% |
| 30D | +1.3% | -3.5% | +4.8% | +1.8% |
| 3M | +4.7% | -11.8% | +16.5% | +6.5% |
| 6M | +10.6% | +17.8% | -7.2% | +5.8% |
| YTD | +11.4% | +73.3% | -61.9% | -1.6% |
| 1Y | +19.4% | +128.1% | -108.7% | -1.0% |
| 3Y | +71.7% | +772.7% | -701.0% | -0.5% |
| All | +90.2% | +1,811.0% | -1,720.8% | -16.6% |
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