+46.1%
ASML vs ICE
+21.0%
+25.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.3% | -5.9% | -2.7% |
| 7D | -10.0% | +12.2% | -22.2% | -6.1% |
| 30D | -19.4% | +15.0% | -34.4% | -15.2% |
| 3M | -12.5% | +17.6% | -30.1% | -7.3% |
| 6M | +8.2% | +12.6% | -4.4% | +19.3% |
| YTD | +40.7% | +9.1% | +31.6% | +55.9% |
| 1Y | +46.1% | +20.6% | +25.5% | +62.1% |
| All | +46.1% | +21.0% | +25.1% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling