+48.1%
IJH vs WING
-33.2%
+81.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | -0.1% |
| 7D | -1.9% | +7.2% | -9.1% | -2.9% |
| 30D | -4.6% | +4.8% | -9.4% | -5.6% |
| 3M | -1.2% | -23.7% | +22.5% | +2.2% |
| 6M | +9.4% | -43.6% | +53.0% | +18.0% |
| YTD | +13.3% | -50.6% | +63.9% | +23.8% |
| 1Y | +13.4% | -57.0% | +70.4% | +26.2% |
| 3Y | +50.4% | -28.3% | +78.7% | +41.4% |
| All | +48.1% | -33.2% | +81.3% | +30.7% |
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