+50.5%
IVZ vs WING
+742.9%
-692.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.6% | +5.1% |
| 7D | +4.1% | +8.6% | -4.4% | +2.5% |
| 30D | -2.0% | +44.8% | -46.8% | -9.2% |
| 3M | -7.8% | +51.9% | -59.8% | -16.0% |
| 6M | +6.3% | +37.2% | -30.9% | -2.3% |
| YTD | +12.6% | -25.3% | +37.8% | +15.8% |
| 1Y | +27.6% | -25.1% | +52.7% | +30.8% |
| 3Y | +154.0% | -12.9% | +166.9% | +133.7% |
| 5Y | +37.3% | +12.0% | +25.3% | +12.3% |
| 10Y | +50.5% | +716.5% | -665.9% | -22.3% |
| All | +50.5% | +742.9% | -692.3% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling