+88.7%
JEPQ vs IJR
+49.1%
+39.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -0.7% | -2.3% | +1.7% | +0.7% |
| 30D | +0.6% | -4.7% | +5.3% | +3.3% |
| 3M | +5.8% | +2.1% | +3.7% | +4.6% |
| 6M | +9.7% | +13.9% | -4.2% | +1.9% |
| YTD | +10.5% | +18.2% | -7.7% | +0.5% |
| 1Y | +18.4% | +21.8% | -3.4% | +5.7% |
| 3Y | +70.3% | +52.2% | +18.1% | +30.8% |
| All | +88.7% | +49.1% | +39.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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