+70.3%
JEPQ vs ITW
+20.2%
+50.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.2% | -0.7% | +0.6% | +0.1% |
| 30D | +0.8% | -8.3% | +9.1% | +3.4% |
| 3M | +4.0% | +6.0% | -2.1% | +1.5% |
| 6M | +10.4% | 0.0% | +10.4% | +9.8% |
| YTD | +11.4% | +10.2% | +1.2% | +6.6% |
| 1Y | +18.9% | +3.2% | +15.7% | +16.6% |
| 3Y | +70.3% | +21.0% | +49.3% | +53.8% |
| All | +70.3% | +20.2% | +50.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling