+37.3%
IVZ vs WING
+405.9%
-368.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | -3.9% | +4.5% | +1.4% |
| 30D | +4.0% | -11.6% | +15.6% | +6.2% |
| 3M | +18.2% | -24.2% | +42.4% | +23.7% |
| 6M | +32.8% | -54.1% | +86.9% | +53.4% |
| YTD | +28.7% | -53.9% | +82.7% | +47.1% |
| 1Y | +55.4% | -64.4% | +119.7% | +86.6% |
| 3Y | +135.2% | -30.2% | +165.4% | +124.1% |
| 5Y | +64.2% | -34.1% | +98.3% | +50.5% |
| 10Y | +64.6% | +342.1% | -277.5% | -11.6% |
| All | +37.3% | +405.9% | -368.6% | -32.6% |
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