+90.4%
JEPQ vs IWD
+75.6%
+14.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | +1.3% | -0.8% | +2.1% | +2.0% |
| 3M | +3.8% | +8.0% | -4.2% | -2.9% |
| 6M | +12.2% | +18.2% | -6.0% | -3.0% |
| YTD | +11.6% | +22.3% | -10.8% | -6.4% |
| 1Y | +19.9% | +28.9% | -9.0% | -3.9% |
| 3Y | +71.9% | +71.5% | +0.4% | +7.0% |
| All | +90.4% | +75.6% | +14.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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