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  • PLTR vs ICE✓SelectedUSD · ICEPLTR vs ICE performance historyLatest closeAs of-2.16%09/10
Stock and ETF performance explorer

PLTR vs ICE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,645.9%
ICE return
+68.5%
Excess return
+1,577.4%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioICEExcessAlpha
1D-2.2%-0.4%-1.7%-1.8%
7D-9.1%-5.3%-3.8%-5.3%
30D-5.2%+3.0%-8.2%-7.0%
3M+27.4%+11.4%+15.9%+16.9%
6M+9.7%-2.0%+11.8%+10.8%
YTD-6.7%-3.1%-3.6%-6.4%
1Y-0.5%-8.4%+7.8%+3.6%
3Y+996.2%+40.7%+955.5%+693.4%
5Y+531.1%+40.0%+491.2%+352.0%
All+1,645.9%+68.5%+1,577.4%+968.5%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling