+88.7%
JEPQ vs JCI
+186.1%
-97.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +0.6% | -7.7% | +8.3% | +3.2% |
| 3M | +5.8% | +2.8% | +3.0% | +4.6% |
| 6M | +9.7% | +7.2% | +2.4% | +6.3% |
| YTD | +10.5% | +20.0% | -9.4% | +2.7% |
| 1Y | +18.4% | +33.3% | -14.9% | +5.6% |
| 3Y | +70.3% | +161.3% | -91.0% | +17.0% |
| All | +88.7% | +186.1% | -97.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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