+131.7%
IEMG vs WING
+407.0%
-275.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +4.6% | -6.0% | +10.7% | +5.2% |
| 3M | +5.5% | -23.5% | +29.0% | +8.7% |
| 6M | +19.7% | -52.0% | +71.7% | +30.8% |
| YTD | +25.5% | -53.8% | +79.3% | +36.9% |
| 1Y | +35.5% | -63.8% | +99.3% | +52.4% |
| 3Y | +88.0% | -30.8% | +118.7% | +82.4% |
| 5Y | +50.6% | -34.3% | +84.9% | +41.4% |
| 10Y | +138.4% | +352.4% | -214.0% | +51.9% |
| All | +131.7% | +407.0% | -275.3% | +40.3% |
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