+1,582.8%
ASML vs ICE
+258.7%
+1,324.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.5% |
| 7D | +2.5% | +3.2% | -0.7% | +0.9% |
| 30D | -12.2% | +14.7% | -26.9% | -19.0% |
| 3M | -14.6% | +19.8% | -34.4% | -23.5% |
| 6M | -1.7% | +15.2% | -17.0% | -10.9% |
| YTD | +44.3% | +12.7% | +31.6% | +30.9% |
| 1Y | +51.0% | +20.4% | +30.6% | +31.0% |
| 3Y | +137.6% | +70.8% | +66.8% | +57.0% |
| 5Y | +92.7% | +43.9% | +48.8% | +41.3% |
| 10Y | +1,582.8% | +264.8% | +1,318.0% | +663.8% |
| All | +1,582.8% | +258.7% | +1,324.1% | +663.8% |
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