+84.1%
JEPQ vs IONS
-29.5%
+113.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | +5.7% | -29.6% | +35.3% | +8.4% |
| 30D | -5.9% | -35.6% | +29.6% | -2.7% |
| 3M | -2.5% | -51.7% | +49.2% | +3.3% |
| 6M | +1.3% | -64.0% | +65.2% | +9.4% |
| YTD | +7.8% | -65.5% | +73.3% | +16.9% |
| 1Y | +8.8% | -62.4% | +71.2% | +16.8% |
| 3Y | +62.3% | -41.1% | +103.3% | +60.4% |
| All | +84.1% | -29.5% | +113.6% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling