+88.7%
JEPQ vs IOT
+201.5%
-112.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +0.6% | -4.7% | +5.2% | +1.0% |
| 3M | +5.8% | +17.8% | -12.0% | +3.3% |
| 6M | +9.7% | +16.8% | -7.2% | +6.6% |
| YTD | +10.5% | +8.4% | +2.1% | +7.8% |
| 1Y | +18.4% | -0.8% | +19.2% | +16.4% |
| 3Y | +70.3% | +25.7% | +44.6% | +57.7% |
| All | +88.7% | +201.5% | -112.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling