-1.7%
IP vs WING
-25.3%
+23.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +1.5% |
| 7D | -3.0% | +8.6% | -11.6% | -4.4% |
| 30D | +10.6% | +44.8% | -34.1% | +3.8% |
| 3M | -13.6% | +51.9% | -65.5% | -19.8% |
| 6M | +10.4% | +37.2% | -26.8% | +4.4% |
| YTD | -6.5% | -25.3% | +18.8% | -3.6% |
| All | -1.7% | -25.3% | +23.6% | +0.1% |
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