+404.4%
WING vs IAG
+802.2%
-397.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -3.9% | -0.5% | -3.3% | -3.8% |
| 30D | -11.6% | +28.9% | -40.5% | -13.2% |
| 3M | -24.2% | +19.1% | -43.3% | -25.3% |
| 6M | -54.1% | -10.3% | -43.8% | -54.0% |
| YTD | -53.9% | +24.2% | -78.1% | -55.0% |
| 1Y | -64.4% | +116.5% | -180.8% | -66.6% |
| 3Y | -30.2% | +742.8% | -773.0% | -41.6% |
| 5Y | -34.1% | +753.3% | -787.4% | -46.7% |
| 10Y | +342.1% | +403.2% | -61.0% | +254.0% |
| All | +404.4% | +802.2% | -397.8% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling