+88.7%
JEPQ vs IR
+61.6%
+27.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.7% | -3.1% | +2.4% | +0.3% |
| 30D | +0.6% | -14.0% | +14.6% | +5.3% |
| 3M | +5.8% | +3.7% | +2.1% | +4.0% |
| 6M | +9.7% | -15.4% | +25.0% | +14.6% |
| YTD | +10.5% | -7.7% | +18.2% | +11.4% |
| 1Y | +18.4% | -8.8% | +27.2% | +19.4% |
| 3Y | +70.3% | +5.6% | +64.7% | +56.1% |
| All | +88.7% | +61.6% | +27.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling