+75.5%
ASML vs ICE
+34.9%
+40.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +2.0% | -11.0% | -9.8% |
| 30D | -21.0% | +12.9% | -33.9% | -25.4% |
| 3M | -16.3% | +15.4% | -31.7% | -22.2% |
| 6M | -7.5% | +13.1% | -20.6% | -13.5% |
| YTD | +34.0% | +7.5% | +26.5% | +27.5% |
| 1Y | +39.3% | +18.3% | +20.9% | +23.7% |
| 3Y | +128.9% | +65.9% | +62.9% | +44.8% |
| All | +75.5% | +34.9% | +40.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling