+55.4%
IOT vs WING
-24.8%
+80.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.1% | -2.0% |
| 7D | -4.5% | +7.2% | -11.8% | -6.7% |
| 30D | -2.4% | +4.8% | -7.2% | -4.7% |
| 3M | +19.0% | -23.7% | +42.7% | +27.4% |
| 6M | +19.6% | -43.6% | +63.2% | +39.3% |
| YTD | +8.3% | -50.6% | +58.8% | +29.1% |
| 1Y | -0.8% | -57.0% | +56.2% | +23.3% |
| 3Y | +24.4% | -28.3% | +52.7% | +2.7% |
| All | +55.4% | -24.8% | +80.2% | +20.0% |
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