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  • ICE vs EMR✓SelectedUSD · EMRICE vs EMR performance historyLatest closeAs of-0.80%09/09
Stock and ETF performance explorer

ICE vs EMR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+39.9%
EMR return
+60.6%
Excess return
-20.8%
Maximum drawdown
-34.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEMRExcessAlpha
1D-0.8%-1.2%+0.4%-0.5%
7D-0.9%+0.9%-1.8%-1.1%
30D+4.0%-5.0%+8.9%+5.3%
3M+11.0%+5.9%+5.0%+8.7%
6M-5.0%+7.3%-12.3%-7.7%
YTD-2.7%+14.6%-17.3%-7.8%
1Y-8.6%+15.6%-24.3%-13.9%
3Y+41.4%+60.2%-18.8%+14.7%
5Y+39.9%+65.8%-26.0%+9.6%
All+39.9%+60.6%-20.8%+9.6%

Cumulative growth

Daily Returns

Daily percentage return beside EMR.

Daily Out/Under-Performance

Portfolio return minus EMR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EMR 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 EMR 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