+90.2%
JEPQ vs INDA
+13.7%
+76.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.3% |
| 7D | -0.2% | -2.7% | +2.5% | +1.4% |
| 30D | +0.8% | -2.8% | +3.5% | +2.4% |
| 3M | +4.0% | +1.6% | +2.3% | +2.9% |
| 6M | +10.4% | -1.4% | +11.8% | +11.0% |
| YTD | +11.4% | -10.1% | +21.6% | +18.3% |
| 1Y | +18.9% | -8.8% | +27.7% | +24.9% |
| 3Y | +70.3% | +7.6% | +62.7% | +55.3% |
| All | +90.2% | +13.7% | +76.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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