+90.2%
JEPQ vs ROIV
+969.3%
-879.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.1% | +22.3% | -21.3% | -1.1% |
| 30D | +1.3% | +16.9% | -15.5% | -0.5% |
| 3M | +4.7% | +43.9% | -39.2% | +0.6% |
| 6M | +10.6% | +41.6% | -31.0% | +6.3% |
| YTD | +11.4% | +92.7% | -81.2% | +3.6% |
| 1Y | +19.4% | +210.2% | -190.7% | +5.6% |
| 3Y | +71.7% | +231.8% | -160.1% | +48.7% |
| All | +90.2% | +969.3% | -879.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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