+90.2%
JEPQ vs JCI
+190.3%
-100.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.1% | +4.1% | -3.0% | -0.3% |
| 30D | +1.3% | -3.8% | +5.2% | +2.6% |
| 3M | +4.7% | -1.6% | +6.3% | +5.0% |
| 6M | +10.6% | +9.5% | +1.1% | +6.5% |
| YTD | +11.4% | +21.7% | -10.3% | +3.0% |
| 1Y | +19.4% | +37.1% | -17.7% | +5.4% |
| 3Y | +71.7% | +165.2% | -93.5% | +17.4% |
| All | +90.2% | +190.3% | -100.1% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling