+7,831.0%
ASML vs ICE
+2,532.6%
+5,298.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -19.0% | +6.7% | -25.8% | -20.9% |
| 30D | -25.9% | +13.4% | -39.3% | -29.3% |
| 3M | -19.1% | +16.5% | -35.6% | -23.7% |
| 6M | -5.7% | +12.8% | -18.6% | -11.0% |
| YTD | +27.6% | +8.5% | +19.0% | +21.4% |
| 1Y | +30.8% | +20.6% | +10.2% | +19.8% |
| 3Y | +116.2% | +67.4% | +48.8% | +75.1% |
| 5Y | +67.7% | +36.6% | +31.1% | +46.2% |
| 10Y | +1,355.3% | +270.4% | +1,084.9% | +824.5% |
| All | +7,831.0% | +2,532.6% | +5,298.4% | +2,803.6% |
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