+9,912.0%
ASML vs ICE
+2,331.7%
+7,580.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +2.2% | +7.6% | -5.4% | -0.5% |
| 3M | -2.3% | +13.9% | -16.2% | -7.5% |
| 6M | +23.0% | -2.4% | +25.3% | +22.3% |
| YTD | +61.1% | +0.3% | +60.8% | +58.3% |
| 1Y | +129.1% | -6.4% | +135.5% | +129.9% |
| 3Y | +165.4% | +43.1% | +122.3% | +127.9% |
| 5Y | +109.5% | +42.1% | +67.4% | +81.4% |
| 10Y | +1,645.7% | +220.9% | +1,424.8% | +1,067.5% |
| All | +9,912.0% | +2,331.7% | +7,580.2% | +3,686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling