+185.2%
IJR vs WING
+407.0%
-221.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | -3.1% | -6.0% | +2.9% | -2.4% |
| 3M | +4.4% | -23.5% | +27.9% | +8.6% |
| 6M | +16.1% | -52.0% | +68.1% | +30.4% |
| YTD | +20.6% | -53.8% | +74.4% | +35.1% |
| 1Y | +22.9% | -63.8% | +86.7% | +43.2% |
| 3Y | +55.2% | -30.8% | +86.0% | +50.3% |
| 5Y | +41.1% | -34.3% | +75.4% | +31.7% |
| 10Y | +167.0% | +352.4% | -185.4% | +59.9% |
| All | +185.2% | +407.0% | -221.8% | +61.4% |
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 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