+0.5%
JEPQ vs IRE
-93.7%
+94.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.1% | -10.1% | +1.3% |
| 7D | -0.3% | -15.1% | +14.8% | -0.1% |
| 30D | -6.6% | -71.4% | +64.8% | -2.3% |
| 3M | -2.6% | -81.2% | +78.6% | +3.0% |
| 6M | +0.5% | -93.7% | +94.2% | +9.0% |
| All | +0.5% | -93.7% | +94.2% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling