+8.4%
JEPQ vs INSM
-40.6%
+49.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.8% |
| 7D | -4.9% | +13.4% | -18.3% | -5.2% |
| 30D | -6.7% | +5.9% | -12.6% | -6.8% |
| 3M | -3.0% | +11.4% | -14.4% | -3.5% |
| 6M | +1.4% | -21.4% | +22.8% | +2.0% |
| YTD | +6.5% | -36.8% | +43.3% | +7.2% |
| 1Y | +8.4% | -39.8% | +48.2% | +6.5% |
| All | +8.4% | -40.6% | +49.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling