+105.6%
IAU vs WING
+0.4%
+105.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.6% | -2.5% | -2.1% | -4.5% |
| 30D | -5.4% | +29.5% | -35.0% | -5.9% |
| 3M | -10.9% | +40.2% | -51.1% | -11.4% |
| 6M | -17.4% | +32.7% | -50.1% | -17.8% |
| YTD | -10.2% | -32.8% | +22.6% | -9.9% |
| 1Y | -7.1% | -31.7% | +24.7% | -6.7% |
| 3Y | +97.7% | -24.7% | +122.4% | +96.6% |
| All | +105.6% | +0.4% | +105.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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