+39.9%
ICE vs WING
-33.6%
+73.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.9% | -2.3% | +1.4% | -0.6% |
| 30D | +4.0% | -5.6% | +9.6% | +4.4% |
| 3M | +11.0% | -22.9% | +33.9% | +13.4% |
| 6M | -5.0% | -50.4% | +45.5% | +1.5% |
| YTD | -2.7% | -53.3% | +50.6% | +4.1% |
| 1Y | -8.6% | -61.2% | +52.6% | -0.6% |
| 3Y | +41.4% | -30.1% | +71.4% | +34.6% |
| 5Y | +39.9% | -35.0% | +74.9% | +23.6% |
| All | +39.9% | -33.6% | +73.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling