+90.2%
JEPQ vs IOT
+201.0%
-110.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.2% | -4.5% | +4.4% | +0.3% |
| 30D | +0.8% | -2.4% | +3.2% | +0.9% |
| 3M | +4.0% | +19.0% | -15.0% | +1.4% |
| 6M | +10.4% | +19.6% | -9.3% | +7.0% |
| YTD | +11.4% | +8.3% | +3.2% | +8.7% |
| 1Y | +18.9% | -0.8% | +19.7% | +16.9% |
| 3Y | +70.3% | +24.4% | +45.9% | +57.9% |
| All | +90.2% | +201.0% | -110.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling