+42.6%
IYR vs WING
-19.8%
+62.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +6.1% | +32.3% | -26.2% | +4.5% |
| 3M | +0.9% | +50.2% | -49.2% | -1.4% |
| 6M | +1.2% | +31.7% | -30.5% | -0.8% |
| YTD | +11.1% | -29.6% | +40.7% | +12.2% |
| 1Y | +9.0% | -29.7% | +38.7% | +9.9% |
| All | +42.6% | -19.8% | +62.4% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling