+24.9%
IP vs WING
+405.9%
-380.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -5.3% | -3.9% | -1.4% | -4.8% |
| 30D | -10.9% | -11.6% | +0.7% | -9.5% |
| 3M | +11.2% | -24.2% | +35.4% | +15.1% |
| 6M | -10.2% | -54.1% | +43.8% | -0.9% |
| YTD | -2.0% | -53.9% | +51.9% | +7.5% |
| 1Y | -19.1% | -64.4% | +45.3% | -8.5% |
| 3Y | +20.9% | -30.2% | +51.1% | +18.4% |
| 5Y | -17.8% | -34.1% | +16.3% | -21.7% |
| 10Y | +23.5% | +342.1% | -318.6% | -21.5% |
| All | +24.9% | +405.9% | -380.9% | -25.5% |
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