+541.5%
IRM vs WING
+685.5%
-144.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.4% |
| 7D | -5.1% | +5.0% | -10.0% | -5.6% |
| 30D | -3.3% | +38.7% | -42.0% | -7.1% |
| 3M | -8.2% | +44.7% | -52.9% | -12.7% |
| 6M | -12.8% | +31.5% | -44.2% | -16.6% |
| YTD | +36.6% | -28.4% | +65.0% | +39.0% |
| 1Y | +11.9% | -28.2% | +40.1% | +13.5% |
| 3Y | +105.1% | -18.4% | +123.5% | +97.3% |
| 5Y | +182.4% | +5.2% | +177.1% | +153.2% |
| 10Y | +505.1% | +699.8% | -194.7% | +289.2% |
| All | +541.5% | +685.5% | -144.0% | +302.5% |
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