+13.9%
IEMG vs WING
-23.2%
+37.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.7% |
| 7D | -3.1% | +21.0% | -24.1% | -3.9% |
| 30D | -10.3% | +56.9% | -67.2% | -12.3% |
| 3M | -6.6% | +38.4% | -45.0% | -8.3% |
| 6M | -3.9% | +12.0% | -15.8% | -4.3% |
| YTD | +12.4% | -29.2% | +41.6% | +14.6% |
| 1Y | +13.9% | -28.8% | +42.7% | +15.8% |
| All | +13.9% | -23.2% | +37.1% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling