+90.5%
JEPQ vs FIX
+1,805.3%
-1,714.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +0.7% | +6.0% | -5.4% | -0.5% |
| 30D | +2.0% | -7.2% | +9.2% | +3.3% |
| 3M | +2.0% | -15.9% | +17.8% | +4.7% |
| 6M | +10.4% | +12.7% | -2.3% | +6.4% |
| YTD | +11.6% | +72.8% | -61.2% | -1.4% |
| 1Y | +20.7% | +122.9% | -102.2% | +0.5% |
| 3Y | +70.8% | +774.3% | -703.5% | -1.1% |
| All | +90.5% | +1,805.3% | -1,714.8% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling