+337.1%
ICE vs WING
+672.3%
-335.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +3.2% | -0.5% | +3.8% | +3.2% |
| 30D | +14.7% | +32.3% | -17.6% | +10.6% |
| 3M | +19.8% | +50.2% | -30.4% | +13.2% |
| 6M | +15.2% | +31.7% | -16.4% | +10.0% |
| YTD | +12.7% | -29.6% | +42.3% | +15.4% |
| 1Y | +20.4% | -29.7% | +50.1% | +23.2% |
| 3Y | +70.8% | -19.8% | +90.6% | +64.0% |
| 5Y | +43.9% | +3.1% | +40.9% | +28.1% |
| 10Y | +264.8% | +682.9% | -418.1% | +140.1% |
| All | +337.1% | +672.3% | -335.3% | +180.3% |
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