+70.3%
JEPQ vs IDXX
+7.6%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -5.7% | +5.6% | +0.8% |
| 30D | +0.8% | -11.5% | +12.3% | +2.7% |
| 3M | +4.0% | -9.5% | +13.5% | +5.4% |
| 6M | +10.4% | -16.0% | +26.3% | +13.2% |
| YTD | +11.4% | -25.4% | +36.8% | +16.6% |
| 1Y | +18.9% | -21.8% | +40.7% | +23.0% |
| 3Y | +70.3% | +7.0% | +63.2% | +58.4% |
| All | +70.3% | +7.6% | +62.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling