+14.1%
IEF vs WING
+405.9%
-391.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | -0.8% | -11.6% | +10.8% | -0.7% |
| 3M | -1.0% | -24.2% | +23.2% | -0.8% |
| 6M | -2.8% | -54.1% | +51.3% | -2.4% |
| YTD | -1.5% | -53.9% | +52.4% | -1.2% |
| 1Y | -0.4% | -64.4% | +63.9% | 0.0% |
| 3Y | +9.7% | -30.2% | +39.9% | +9.5% |
| 5Y | -8.3% | -34.1% | +25.8% | -8.8% |
| 10Y | +4.6% | +342.1% | -337.5% | +8.9% |
| All | +14.1% | +405.9% | -391.8% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling