+88.7%
JEPQ vs IFF
-22.7%
+111.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | +0.6% | -1.1% | +1.7% | +0.7% |
| 3M | +5.8% | +13.8% | -8.0% | +3.1% |
| 6M | +9.7% | +16.7% | -7.0% | +5.7% |
| YTD | +10.5% | +26.1% | -15.6% | +4.6% |
| 1Y | +18.4% | +33.5% | -15.1% | +10.4% |
| 3Y | +70.3% | +31.6% | +38.7% | +56.1% |
| All | +88.7% | -22.7% | +111.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling