-8.0%
IEF vs WING
-2.2%
-5.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -1.9% | -3.9% | +2.0% | -1.8% |
| 30D | +1.1% | +26.6% | -25.5% | +0.6% |
| 3M | -1.9% | +42.5% | -44.4% | -2.7% |
| 6M | -2.4% | +29.4% | -31.8% | -3.0% |
| YTD | -3.0% | -32.8% | +29.8% | -2.6% |
| 1Y | -3.1% | -33.5% | +30.3% | -2.8% |
| 3Y | +10.7% | -23.4% | +34.1% | +9.2% |
| 5Y | -8.0% | -0.4% | -7.6% | -11.6% |
| All | -8.0% | -2.2% | -5.8% | -11.6% |
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