I-CAP Standard

Return periods: 1HR compares with an observation one hour ago; 1D compares with the close preceding the latest quoted trading date. 1W is seven calendar days, 1M is one calendar month, 52W is 364 days, YTD begins at the prior year-end close, 1YR is one calendar year, and ALL starts at the first available observation. Non-trading dates use the preceding available close, up to seven days earlier. Returns are unavailable when the requested starting history is missing. The chart may still show the shorter available history. All sector returns follow the selected period.

Each index begins at 100. For the reconstructed week, starting weights use the latest available company market capitalizations divided by the basket total, converted to USD. These are current weights applied at the historical baseline, not historical market-cap weights. Index value = 100 × Σ(starting weight × current USD price ÷ starting USD price). Weights then drift with prices. This is a price-return index; dividends are not reinvested.

Standard takes the union of all sector baskets and counts each company once. Cross-sector placements follow your supplied list. BRK.B, GOOG, UAA, IBE.MC, and ENEL.MI represent the alternate listings you supplied. INTEL is normalized to INTC.

The 19 unavailable or unresolved entries were removed from the active baskets. The remaining 317 companies form the frozen membership. Later missing data pauses calculation instead of reallocating weights. Quotes up to seven days old can represent closed markets; quote timestamps are shown and updates do not guarantee live exchange data. Moves beyond the review threshold pause the index pending corporate action review. Splits, mergers, constituent changes, and rebalancing require a reviewed index version.

Charts include reconstructed daily closes for September 7–11, 2026, with a September 4 close baseline of 100, followed by live observations. Historical prices and daily FX are from the provider; current market-cap weights are applied at the baseline. Closed exchanges carry their last available close. The reconstructed series is not a historically investable backtest. Daily closing prices and index values are archived in Supabase PostgreSQL from the September 4 baseline. Minute index observations are kept for the current UTC day and cleared daily. The cloud collector backfills missing daily closes after interruptions; missed minute observations cannot be recovered. Default data source: Yahoo Finance via the unofficial yahoo-finance2 library. The free feed has no availability guarantee and quotes may be delayed.