+82.2%
JEPQ vs IONS
-25.0%
+107.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.6% |
| 7D | +3.4% | -26.3% | +29.7% | +5.6% |
| 30D | -5.6% | -31.9% | +26.3% | -2.9% |
| 3M | -4.2% | -48.0% | +43.8% | +0.8% |
| 6M | -0.2% | -62.6% | +62.4% | +7.6% |
| YTD | +6.7% | -63.3% | +70.0% | +15.1% |
| 1Y | +9.5% | -58.4% | +67.9% | +16.5% |
| 3Y | +60.5% | -38.2% | +98.8% | +58.2% |
| All | +82.2% | -25.0% | +107.1% | +69.9% |
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