+70.3%
JEPQ vs IOVA
+41.0%
+29.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +1.1% | -2.2% | +3.3% | +1.1% |
| 30D | +1.3% | +31.7% | -30.4% | +0.3% |
| 3M | +4.7% | +117.3% | -112.6% | +1.3% |
| 6M | +10.6% | +55.8% | -45.2% | +8.0% |
| YTD | +11.4% | +208.8% | -197.4% | +5.7% |
| 1Y | +19.4% | +255.7% | -236.3% | +12.3% |
| All | +70.3% | +41.0% | +29.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling