+90.4%
JEPQ vs IRM
+158.1%
-67.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +1.3% | -4.2% | +5.5% | +2.4% |
| 3M | +3.8% | -5.4% | +9.2% | +5.0% |
| 6M | +12.2% | +12.0% | +0.1% | +7.9% |
| YTD | +11.6% | +42.0% | -30.5% | 0.0% |
| 1Y | +19.9% | +29.9% | -10.0% | +9.6% |
| 3Y | +71.9% | +104.4% | -32.5% | +29.7% |
| All | +90.4% | +158.1% | -67.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling