+42.5%
ICE vs WING
-31.3%
+73.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.2% | -0.1% | -1.0% | -1.2% |
| 30D | +5.0% | -6.0% | +11.0% | +5.2% |
| 3M | +13.9% | -23.5% | +37.4% | +15.5% |
| 6M | -4.4% | -52.0% | +47.6% | -0.1% |
| YTD | -1.9% | -53.8% | +51.9% | +2.6% |
| 1Y | -8.1% | -63.8% | +55.7% | -2.7% |
| 3Y | +42.5% | -30.8% | +73.3% | +31.3% |
| All | +42.5% | -31.3% | +73.8% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling