+12.2%
IOT vs WING
-65.5%
+77.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | -2.3% | -3.9% | +1.5% | -2.1% |
| 30D | +3.8% | -11.6% | +15.4% | +4.7% |
| 3M | +14.2% | -24.2% | +38.4% | +16.4% |
| 6M | +40.1% | -54.1% | +94.2% | +49.3% |
| YTD | +13.4% | -53.9% | +67.3% | +20.7% |
| 1Y | +12.2% | -64.4% | +76.5% | +46.4% |
| All | +12.2% | -65.5% | +77.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling