+90.2%
JEPQ vs INDA
+13.9%
+76.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | +1.1% | -2.6% | +3.7% | +2.6% |
| 30D | +1.3% | -2.9% | +4.2% | +3.0% |
| 3M | +4.7% | +2.4% | +2.3% | +3.2% |
| 6M | +10.6% | -2.6% | +13.2% | +12.0% |
| YTD | +11.4% | -10.0% | +21.4% | +18.1% |
| 1Y | +19.4% | -7.7% | +27.1% | +24.5% |
| 3Y | +71.7% | +8.9% | +62.8% | +55.2% |
| All | +90.2% | +13.9% | +76.3% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling