+168.1%
IJR vs WING
+407.7%
-239.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.4% | -0.5% |
| 7D | -2.2% | +7.2% | -9.4% | -3.4% |
| 30D | -4.6% | +4.8% | -9.4% | -5.7% |
| 3M | +0.2% | -23.7% | +23.9% | +4.3% |
| 6M | +14.7% | -43.6% | +58.3% | +25.1% |
| YTD | +18.9% | -50.6% | +69.4% | +31.5% |
| 1Y | +19.9% | -57.0% | +77.0% | +35.4% |
| 3Y | +53.0% | -28.3% | +81.3% | +46.9% |
| 5Y | +40.9% | -32.4% | +73.3% | +30.4% |
| All | +168.1% | +407.7% | -239.6% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling