+88.7%
JEPQ vs ICE
+43.9%
+44.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | -5.3% | +4.7% | +1.0% |
| 30D | +0.6% | +3.0% | -2.5% | -0.5% |
| 3M | +5.8% | +11.4% | -5.6% | +1.9% |
| 6M | +9.7% | -2.0% | +11.7% | +10.3% |
| YTD | +10.5% | -3.1% | +13.7% | +11.0% |
| 1Y | +18.4% | -8.4% | +26.8% | +21.6% |
| 3Y | +70.3% | +40.7% | +29.6% | +42.4% |
| All | +88.7% | +43.9% | +44.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling