+370.2%
WING vs IAG
+423.2%
-53.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.6% |
| 30D | -0.5% | +10.6% | -11.1% | -1.4% |
| 3M | -23.9% | +35.4% | -59.2% | -25.9% |
| 6M | -48.9% | -9.5% | -39.3% | -48.9% |
| YTD | -53.3% | +21.8% | -75.2% | -54.6% |
| 1Y | -60.3% | +84.1% | -144.4% | -62.8% |
| 3Y | -30.1% | +817.4% | -847.5% | -44.1% |
| 5Y | -36.2% | +830.1% | -866.3% | -51.2% |
| All | +370.2% | +423.2% | -53.0% | +249.7% |
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