-97.3%
IRE vs WING
-34.8%
-62.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.7% | +13.8% | +12.4% |
| 7D | -15.1% | -0.5% | -14.6% | -15.0% |
| 30D | -71.4% | +32.3% | -103.7% | -73.2% |
| 3M | -81.2% | +50.2% | -131.3% | -83.2% |
| 6M | -93.7% | +31.7% | -125.4% | -94.6% |
| YTD | -92.2% | -29.6% | -62.6% | -90.1% |
| 1Y | -97.3% | -29.7% | -67.6% | -96.6% |
| All | -97.3% | -34.8% | -62.5% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling