+14.6%
JEPQ vs IRE
-84.0%
+98.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | +0.1% |
| 7D | +1.1% | +29.0% | -28.0% | 0.0% |
| 30D | +1.3% | +24.2% | -22.9% | 0.0% |
| 3M | +4.7% | -53.2% | +57.8% | +5.2% |
| 6M | +10.6% | -36.0% | +46.7% | +8.1% |
| YTD | +11.4% | -51.0% | +62.4% | +8.2% |
| All | +14.6% | -84.0% | +98.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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