+90.2%
JEPQ vs QID
-84.3%
+174.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +0.4% |
| 30D | +1.3% | +1.7% | -0.4% | +2.1% |
| 3M | +4.7% | -3.9% | +8.6% | +4.6% |
| 6M | +10.6% | -30.0% | +40.6% | -0.4% |
| YTD | +11.4% | -28.2% | +39.7% | +1.7% |
| 1Y | +19.4% | -35.6% | +55.1% | +5.7% |
| 3Y | +71.7% | -74.3% | +146.0% | +19.3% |
| All | +90.2% | -84.3% | +174.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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