+45.2%
ASML vs ICE
+18.5%
+26.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -3.0% |
| 7D | +10.4% | +2.2% | +8.1% | +11.2% |
| 30D | -12.7% | +13.7% | -26.4% | -8.4% |
| 3M | -17.2% | +17.9% | -35.1% | -12.2% |
| 6M | -1.3% | +15.0% | -16.3% | +9.4% |
| YTD | +40.8% | +10.9% | +29.8% | +56.6% |
| 1Y | +45.2% | +17.0% | +28.2% | +60.8% |
| All | +45.2% | +18.5% | +26.7% | +60.8% |
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 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