+321.2%
ICE vs WING
+719.8%
-398.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | 0.0% |
| 7D | +1.0% | +8.6% | -7.5% | 0.0% |
| 30D | +11.4% | +44.8% | -33.3% | +6.3% |
| 3M | +16.2% | +51.9% | -35.8% | +9.6% |
| 6M | +12.5% | +37.2% | -24.8% | +6.9% |
| 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% | +58.2% |
| 5Y | +37.2% | +12.0% | +25.2% | +20.8% |
| 10Y | +244.8% | +716.5% | -471.7% | +125.9% |
| All | +321.2% | +719.8% | -398.6% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling