+289.0%
ICE vs WING
+405.9%
-116.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.7% | -3.9% | +3.2% | -0.2% |
| 30D | +7.6% | -11.6% | +19.2% | +9.0% |
| 3M | +13.9% | -24.2% | +38.1% | +17.2% |
| 6M | -2.4% | -54.1% | +51.7% | +6.5% |
| YTD | +0.3% | -53.9% | +54.2% | +8.7% |
| 1Y | -6.4% | -64.4% | +57.9% | +4.5% |
| 3Y | +43.1% | -30.2% | +73.3% | +38.9% |
| 5Y | +42.1% | -34.1% | +76.2% | +33.9% |
| 10Y | +220.9% | +342.1% | -121.2% | +127.3% |
| All | +289.0% | +405.9% | -116.9% | +164.0% |
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