+19.4%
JEPQ vs FIX
+125.7%
-106.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +1.1% | +3.5% | -2.5% | +0.5% |
| 30D | +1.3% | -3.5% | +4.8% | +1.7% |
| 3M | +4.7% | -11.8% | +16.5% | +6.2% |
| 6M | +10.6% | +17.8% | -7.2% | +6.8% |
| YTD | +11.4% | +73.3% | -61.9% | +2.2% |
| 1Y | +19.4% | +128.1% | -108.7% | +7.5% |
| All | +19.4% | +125.7% | -106.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling