Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ICE vs EME✓SelectedUSD · EMEICE vs EME performance historyLatest closeAs of-2.17%09/08
Stock and ETF performance explorer

ICE vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,263.8%
EME return
+4,873.5%
Excess return
-2,609.7%
Maximum drawdown
-73.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-2.2%+2.5%-4.7%-3.3%
7D-1.2%+5.2%-6.3%-3.4%
30D+5.0%-5.4%+10.3%+7.1%
3M+13.9%-6.1%+20.0%+14.1%
6M-4.4%+9.7%-14.1%-11.9%
YTD-1.9%+26.6%-28.5%-16.5%
1Y-8.1%+24.6%-32.7%-23.1%
3Y+42.5%+249.6%-207.1%-35.0%
5Y+40.6%+556.6%-515.9%-55.7%
10Y+217.1%+1,286.6%-1,069.5%-43.8%
All+2,263.8%+4,873.5%-2,609.7%+49.5%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 EME 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