+81.1%
IEMG vs WING
-29.7%
+110.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +2.1% | -0.5% | +2.6% | +2.0% |
| 3M | +4.6% | -23.9% | +28.5% | +6.3% |
| 6M | +14.0% | -48.9% | +62.9% | +19.2% |
| YTD | +22.3% | -53.3% | +75.7% | +28.2% |
| 1Y | +30.7% | -60.3% | +91.0% | +38.4% |
| All | +81.1% | -29.7% | +110.8% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling