+37.0%
IVZ vs WING
+0.4%
+36.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.6% | -2.5% | +10.1% | +8.1% |
| 30D | +4.3% | +29.5% | -25.2% | -0.8% |
| 3M | -9.3% | +40.2% | -49.5% | -15.6% |
| 6M | +5.2% | +32.7% | -27.5% | -2.3% |
| YTD | +13.4% | -32.8% | +46.3% | +19.5% |
| 1Y | +25.4% | -31.7% | +57.1% | +31.1% |
| 3Y | +152.5% | -24.7% | +177.2% | +131.9% |
| All | +37.0% | +0.4% | +36.6% | +6.0% |
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