+618.0%
WING vs IAG
+389.3%
+228.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -2.7% | -7.7% | +5.0% | -2.0% |
| 30D | +29.3% | +1.6% | +27.7% | +29.0% |
| 3M | +39.9% | -2.4% | +42.3% | +39.9% |
| 6M | +32.4% | -7.8% | +40.3% | +32.5% |
| YTD | -32.9% | +5.0% | -38.0% | -34.1% |
| 1Y | -31.9% | +25.7% | -57.5% | -34.0% |
| 3Y | -24.9% | +694.5% | -719.4% | -39.6% |
| 5Y | -0.7% | +421.7% | -422.4% | -21.4% |
| All | +618.0% | +389.3% | +228.7% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling