+90.2%
JEPQ vs ICE
+45.3%
+44.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | +0.8% | +4.0% | -3.2% | -0.5% |
| 3M | +4.0% | +13.7% | -9.7% | -0.5% |
| 6M | +10.4% | +0.9% | +9.4% | +9.9% |
| YTD | +11.4% | -2.1% | +13.6% | +11.6% |
| 1Y | +18.9% | -9.5% | +28.4% | +23.0% |
| 3Y | +70.3% | +42.1% | +28.2% | +41.9% |
| All | +90.2% | +45.3% | +44.9% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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