+1.3%
JEPQ vs INVH
+0.2%
+1.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -9.5% | +3.5% | -13.0% | -9.3% |
| 30D | -12.3% | +4.4% | -16.7% | -12.0% |
| 3M | -8.5% | -8.6% | +0.1% | -9.0% |
| 6M | -5.0% | -1.7% | -3.3% | -5.4% |
| YTD | +0.1% | +2.6% | -2.4% | -0.6% |
| 1Y | +1.3% | +1.5% | -0.2% | +1.5% |
| All | +1.3% | +0.2% | +1.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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