+90.2%
JEPQ vs IAU
+130.0%
-39.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.2% | -2.0% | +1.9% | +0.2% |
| 30D | +0.8% | -1.5% | +2.3% | +1.0% |
| 3M | +4.0% | +3.3% | +0.7% | +3.3% |
| 6M | +10.4% | -16.2% | +26.6% | +13.0% |
| YTD | +11.4% | +0.7% | +10.8% | +10.5% |
| 1Y | +18.9% | +19.2% | -0.3% | +14.2% |
| 3Y | +70.3% | +124.4% | -54.1% | +38.9% |
| All | +90.2% | +130.0% | -39.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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