+57.6%
IWF vs WING
-2.2%
+59.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | +5.3% | -3.9% | +9.2% | +5.9% |
| 30D | -8.6% | +26.6% | -35.2% | -12.5% |
| 3M | -6.5% | +42.5% | -49.0% | -13.0% |
| 6M | -5.6% | +29.4% | -35.1% | -11.6% |
| YTD | -1.5% | -32.8% | +31.2% | +2.9% |
| 1Y | -2.8% | -33.5% | +30.6% | +1.5% |
| 3Y | +67.1% | -23.4% | +90.5% | +55.8% |
| 5Y | +57.6% | -0.4% | +58.0% | +29.7% |
| All | +57.6% | -2.2% | +59.8% | +29.7% |
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