+236.7%
INTU vs ICE
+259.6%
-22.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +0.1% | +3.6% | -3.6% | -2.7% |
| 30D | +10.1% | +15.1% | -5.0% | -1.0% |
| 3M | -4.2% | +15.4% | -19.6% | -14.0% |
| 6M | -7.2% | +16.1% | -23.4% | -17.4% |
| YTD | -47.7% | +11.4% | -59.0% | -52.0% |
| 1Y | -46.7% | +18.5% | -65.2% | -53.3% |
| 3Y | -34.1% | +70.5% | -104.6% | -57.5% |
| 5Y | -43.3% | +40.9% | -84.2% | -57.9% |
| All | +236.7% | +259.6% | -22.9% | +54.5% |
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