+90.2%
JEPQ vs IVZ
+105.2%
-15.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | +0.8% | +3.0% | -2.3% | -0.1% |
| 3M | +4.0% | +14.9% | -10.9% | -0.3% |
| 6M | +10.4% | +36.7% | -26.4% | +0.5% |
| YTD | +11.4% | +25.7% | -14.2% | +3.5% |
| 1Y | +18.9% | +47.7% | -28.8% | +5.1% |
| 3Y | +70.3% | +138.8% | -68.5% | +25.8% |
| All | +90.2% | +105.2% | -15.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling