+27.4%
IVZ vs WING
+4.1%
+23.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -2.4% | +9.0% | -11.5% | -4.0% |
| 30D | -11.2% | +39.9% | -51.2% | -16.8% |
| 3M | -14.0% | +40.4% | -54.4% | -20.0% |
| 6M | +0.5% | +12.9% | -12.4% | -3.6% |
| YTD | +5.4% | -31.1% | +36.5% | +10.5% |
| 1Y | +19.5% | -32.7% | +52.2% | +25.5% |
| 3Y | +128.7% | -19.8% | +148.5% | +106.7% |
| All | +27.4% | +4.1% | +23.3% | -1.7% |
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