+90.4%
JEPQ vs FIX
+1,850.4%
-1,760.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +1.4% | +6.1% | -4.6% | +0.3% |
| 30D | +1.3% | -2.7% | +4.0% | +1.7% |
| 3M | +3.8% | -10.9% | +14.8% | +5.4% |
| 6M | +12.2% | +29.0% | -16.8% | +5.4% |
| YTD | +11.6% | +76.9% | -65.3% | -1.9% |
| 1Y | +19.9% | +130.7% | -110.9% | -0.8% |
| 3Y | +71.9% | +790.7% | -718.8% | -0.8% |
| All | +90.4% | +1,850.4% | -1,760.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling