+17.6%
IP vs WING
+620.3%
-602.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | +7.9% | +29.5% | -21.6% | +4.1% |
| 3M | -15.3% | +40.2% | -55.5% | -19.5% |
| 6M | +10.5% | +32.7% | -22.2% | +5.4% |
| YTD | -9.4% | -32.8% | +23.4% | -6.3% |
| 1Y | -4.6% | -31.7% | +27.1% | -1.7% |
| 3Y | +21.2% | -24.7% | +46.0% | +17.9% |
| 5Y | -13.3% | -0.5% | -12.8% | -22.0% |
| All | +17.6% | +620.3% | -602.6% | -25.6% |
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