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  • GLW vs ICE✓SelectedUSD · ICEGLW vs ICE performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs ICE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,055.6%
ICE return
+2,331.7%
Excess return
-1,276.2%
Maximum drawdown
-72.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioICEExcessAlpha
1D+5.7%-2.0%+7.7%+6.3%
7D+3.8%-0.7%+4.4%+3.9%
30D-1.3%+7.6%-9.0%-3.9%
3M-21.8%+13.9%-35.7%-26.3%
6M+6.9%-2.4%+9.2%+5.8%
YTD+77.2%+0.3%+76.9%+73.0%
1Y+123.2%-6.4%+129.7%+122.6%
3Y+400.0%+43.1%+356.9%+329.6%
5Y+342.8%+42.1%+300.7%+278.4%
10Y+771.4%+220.9%+550.5%+473.7%
All+1,055.6%+2,331.7%-1,276.2%+296.4%

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