+8.4%
JEPQ vs IWF
-1.6%
+10.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -4.9% | -4.2% | -0.8% | -1.7% |
| 30D | -6.7% | -8.1% | +1.5% | -0.4% |
| 3M | -3.0% | -5.1% | +2.0% | +0.9% |
| 6M | +1.4% | -1.4% | +2.8% | +2.2% |
| YTD | +6.5% | -0.1% | +6.5% | +6.3% |
| 1Y | +8.4% | -1.3% | +9.7% | +9.4% |
| All | +8.4% | -1.6% | +10.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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