+62.2%
JEPQ vs IR
+25.5%
+36.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +5.7% | +4.2% | +1.5% | +4.6% |
| 30D | -5.9% | +8.1% | -14.0% | -7.9% |
| 3M | -2.5% | +0.7% | -3.1% | -2.8% |
| 6M | +1.3% | +16.6% | -15.3% | -3.4% |
| YTD | +7.8% | +7.8% | +0.1% | +3.9% |
| 1Y | +8.8% | +9.9% | -1.1% | +4.0% |
| All | +62.2% | +25.5% | +36.7% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling