+37.2%
ICE vs WING
+9.2%
+28.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | +0.2% |
| 7D | +1.0% | +8.6% | -7.5% | +0.1% |
| 30D | +11.4% | +44.8% | -33.3% | +7.1% |
| 3M | +16.2% | +51.9% | -35.8% | +10.7% |
| 6M | +12.5% | +37.2% | -24.8% | +7.8% |
| YTD | +8.6% | -25.3% | +33.9% | +10.5% |
| 1Y | +18.4% | -25.1% | +43.5% | +20.2% |
| 3Y | +66.4% | -12.9% | +79.3% | +56.4% |
| 5Y | +37.2% | +12.0% | +25.2% | +14.1% |
| All | +37.2% | +9.2% | +28.0% | +14.1% |
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