+74.5%
JEPQ vs IP
-9.7%
+84.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.0% |
| 7D | -5.6% | -5.1% | -0.6% | -4.8% |
| 30D | -11.3% | +8.5% | -19.8% | -12.6% |
| 3M | -6.5% | -13.8% | +7.3% | -4.4% |
| 6M | -3.6% | +5.7% | -9.3% | -5.3% |
| YTD | +2.2% | -9.1% | +11.4% | +2.4% |
| 1Y | +4.8% | -0.8% | +5.6% | +3.0% |
| 3Y | +56.3% | +14.8% | +41.5% | +43.0% |
| All | +74.5% | -9.7% | +84.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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