+90.4%
JEPQ vs IOVA
-46.9%
+137.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +1.4% | +5.1% | -3.6% | +1.2% |
| 30D | +1.3% | +37.2% | -35.9% | 0.0% |
| 3M | +3.8% | +117.5% | -113.7% | +0.1% |
| 6M | +12.2% | +69.6% | -57.4% | +8.8% |
| YTD | +11.6% | +218.7% | -207.1% | +5.0% |
| 1Y | +19.9% | +265.5% | -245.7% | +11.7% |
| 3Y | +71.9% | +46.2% | +25.7% | +59.6% |
| All | +90.4% | -46.9% | +137.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling