-8.4%
ICE vs WING
-61.7%
+53.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -5.3% | +0.2% | -5.6% | -5.3% |
| 30D | +3.0% | -0.5% | +3.5% | +2.9% |
| 3M | +11.4% | -23.9% | +35.3% | +13.0% |
| 6M | -2.0% | -48.9% | +46.8% | +2.4% |
| YTD | -3.1% | -53.3% | +50.2% | +2.2% |
| 1Y | -8.4% | -60.3% | +51.9% | -6.8% |
| All | -8.4% | -61.7% | +53.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling