+1,504.8%
ASML vs ICE
+258.3%
+1,246.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.7% |
| 7D | -0.8% | +1.0% | -1.9% | -1.4% |
| 30D | -14.9% | +11.4% | -26.3% | -20.2% |
| 3M | -13.0% | +16.2% | -29.1% | -20.7% |
| 6M | -4.7% | +12.5% | -17.2% | -12.6% |
| YTD | +42.3% | +8.6% | +33.8% | +31.7% |
| 1Y | +49.7% | +18.4% | +31.4% | +30.7% |
| 3Y | +144.3% | +66.4% | +77.9% | +63.3% |
| 5Y | +86.4% | +37.2% | +49.2% | +40.3% |
| 10Y | +1,504.8% | +244.8% | +1,260.0% | +638.4% |
| All | +1,504.8% | +258.3% | +1,246.6% | +638.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling