+47.0%
IEMG vs WING
-35.5%
+82.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 6M | +14.0% | -48.9% | +62.9% | +21.3% |
| YTD | +22.3% | -53.3% | +75.7% | +30.7% |
| 1Y | +30.7% | -60.3% | +91.0% | +41.7% |
| 3Y | +83.2% | -30.1% | +113.3% | +76.2% |
| 5Y | +47.0% | -36.2% | +83.2% | +35.2% |
| All | +47.0% | -35.5% | +82.5% | +35.2% |
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