+14.9%
IP vs WING
+667.7%
-652.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.8% |
| 7D | -5.0% | +14.0% | -19.0% | -6.7% |
| 30D | +6.5% | +47.7% | -41.2% | +0.7% |
| 3M | -18.0% | +34.2% | -52.2% | -21.8% |
| 6M | +10.3% | +13.6% | -3.2% | +7.2% |
| YTD | -9.9% | -30.0% | +20.2% | -7.2% |
| 1Y | -1.1% | -33.9% | +32.9% | +2.5% |
| 3Y | +13.0% | -18.7% | +31.7% | +8.6% |
| 5Y | -12.3% | +5.5% | -17.8% | -21.9% |
| 10Y | +26.8% | +696.2% | -669.4% | -26.6% |
| All | +14.9% | +667.7% | -652.8% | -35.6% |
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 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