+90.2%
JEPQ vs IQV
+21.9%
+68.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -0.2% | -2.2% | +2.1% | +0.3% |
| 30D | +0.8% | +8.3% | -7.5% | -0.9% |
| 3M | +4.0% | +44.6% | -40.6% | -4.8% |
| 6M | +10.4% | +52.6% | -42.2% | -0.8% |
| YTD | +11.4% | +16.1% | -4.7% | +6.9% |
| 1Y | +18.9% | +37.3% | -18.4% | +8.6% |
| 3Y | +70.3% | +21.6% | +48.7% | +56.3% |
| All | +90.2% | +21.9% | +68.3% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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