+62.6%
IOT vs WING
-29.7%
+92.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.8% | -0.1% | +2.9% | +2.7% |
| 30D | -1.8% | -6.0% | +4.2% | -0.7% |
| 3M | +17.9% | -23.5% | +41.4% | +25.8% |
| 6M | +13.5% | -52.0% | +65.5% | +39.9% |
| YTD | +13.3% | -53.8% | +67.1% | +38.1% |
| 1Y | -3.3% | -63.8% | +60.5% | +28.3% |
| 3Y | +31.3% | -30.8% | +62.1% | +8.9% |
| All | +62.6% | -29.7% | +92.3% | +28.3% |
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