+88.7%
JEPQ vs IAG
+884.8%
-796.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -0.7% | -4.1% | +3.4% | -0.3% |
| 30D | +0.6% | +10.6% | -10.1% | -0.4% |
| 3M | +5.8% | +35.4% | -29.6% | +2.9% |
| 6M | +9.7% | -9.5% | +19.2% | +9.6% |
| YTD | +10.5% | +21.8% | -11.3% | +7.6% |
| 1Y | +18.4% | +84.1% | -65.7% | +11.3% |
| 3Y | +70.3% | +817.4% | -747.0% | +38.7% |
| All | +88.7% | +884.8% | -796.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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