+82.2%
JEPQ vs IP
-9.9%
+92.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -5.6% | +7.9% | -13.5% | -6.9% |
| 3M | -4.2% | -15.3% | +11.2% | -1.7% |
| 6M | -0.2% | +10.5% | -10.7% | -2.7% |
| YTD | +6.7% | -9.4% | +16.1% | +7.0% |
| 1Y | +9.5% | -4.6% | +14.1% | +8.5% |
| 3Y | +60.5% | +21.2% | +39.3% | +44.2% |
| All | +82.2% | -9.9% | +92.1% | +97.8% |
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