+8.4%
JEPQ vs IT
-17.9%
+26.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +1.0% |
| 7D | -4.9% | -5.5% | +0.6% | -5.0% |
| 30D | -6.7% | +10.3% | -17.0% | -6.6% |
| 3M | -3.0% | +11.5% | -14.5% | -2.9% |
| 6M | +1.4% | +40.3% | -38.9% | +2.2% |
| YTD | +6.5% | -17.9% | +24.3% | +10.1% |
| 1Y | +8.4% | -8.8% | +17.2% | +11.3% |
| All | +8.4% | -17.9% | +26.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling