+264.9%
ICE vs WING
+620.3%
-355.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.6% | -2.5% | +6.1% | +3.9% |
| 30D | +15.1% | +29.5% | -14.4% | +11.2% |
| 3M | +15.4% | +40.2% | -24.8% | +9.9% |
| 6M | +16.1% | +32.7% | -16.6% | +10.7% |
| YTD | +11.4% | -32.8% | +44.2% | +14.8% |
| 1Y | +18.5% | -31.7% | +50.2% | +21.7% |
| 3Y | +70.5% | -24.7% | +95.3% | +64.8% |
| 5Y | +40.9% | -0.5% | +41.4% | +25.0% |
| All | +264.9% | +620.3% | -355.4% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling