-45.2%
INTU vs ICE
+21.0%
-66.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.1% | +1.6% |
| 7D | +8.7% | +12.2% | -3.5% | -0.6% |
| 30D | +25.9% | +15.0% | +10.9% | +13.1% |
| 3M | +10.7% | +17.6% | -6.9% | -2.0% |
| 6M | -11.6% | +12.6% | -24.2% | -18.6% |
| YTD | -45.4% | +9.1% | -54.5% | -47.5% |
| 1Y | -45.2% | +20.6% | -65.8% | -51.3% |
| All | -45.2% | +21.0% | -66.3% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling