+88.7%
JEPQ vs IONS
+43.7%
+45.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.7% | -4.3% | +3.6% | -0.3% |
| 30D | +0.6% | +0.4% | +0.1% | +0.4% |
| 3M | +5.8% | -24.1% | +29.9% | +7.7% |
| 6M | +9.7% | -26.4% | +36.1% | +11.9% |
| YTD | +10.5% | -29.7% | +40.2% | +13.2% |
| 1Y | +18.4% | -13.0% | +31.4% | +18.4% |
| 3Y | +70.3% | +35.0% | +35.3% | +55.6% |
| All | +88.7% | +43.7% | +45.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling