+26.5%
IP vs WING
+679.4%
-652.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -5.1% | +9.0% | -14.1% | -6.2% |
| 30D | +8.5% | +39.9% | -31.4% | +3.6% |
| 3M | -13.8% | +40.4% | -54.3% | -18.2% |
| 6M | +5.7% | +12.9% | -7.1% | +3.0% |
| YTD | -9.1% | -31.1% | +22.0% | -6.3% |
| 1Y | -0.8% | -32.7% | +31.9% | +2.4% |
| 3Y | +14.8% | -19.8% | +34.6% | +10.6% |
| 5Y | -11.5% | +4.0% | -15.5% | -20.8% |
| All | +26.5% | +679.4% | -652.9% | -20.8% |
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