+88.7%
JEPQ vs ITOT
+88.8%
-0.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -0.7% | -2.0% | +1.4% | +1.2% |
| 30D | +0.6% | -2.0% | +2.5% | +2.4% |
| 3M | +5.8% | +4.5% | +1.2% | +1.7% |
| 6M | +9.7% | +12.6% | -3.0% | -1.5% |
| YTD | +10.5% | +12.0% | -1.5% | -0.1% |
| 1Y | +18.4% | +17.3% | +1.1% | +2.7% |
| 3Y | +70.3% | +75.2% | -4.9% | +3.5% |
| All | +88.7% | +88.8% | -0.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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