+1,395.4%
ASML vs ICE
+261.5%
+1,133.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.5% |
| 7D | -9.0% | +2.0% | -11.0% | -10.1% |
| 30D | -21.0% | +12.9% | -33.9% | -26.5% |
| 3M | -16.3% | +15.4% | -31.7% | -23.5% |
| 6M | -7.5% | +13.1% | -20.6% | -15.5% |
| YTD | +34.0% | +7.5% | +26.5% | +24.7% |
| 1Y | +39.3% | +18.3% | +20.9% | +21.5% |
| 3Y | +128.9% | +65.9% | +62.9% | +53.6% |
| 5Y | +76.1% | +35.2% | +40.9% | +33.9% |
| All | +1,395.4% | +261.5% | +1,133.9% | +616.2% |
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