+216.0%
INTU vs ICE
+218.0%
-2.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -2.5% |
| 7D | -7.5% | -1.2% | -6.4% | -6.8% |
| 30D | -1.9% | +5.0% | -6.9% | -5.3% |
| 3M | +4.9% | +13.9% | -9.0% | -5.0% |
| 6M | -33.2% | -4.4% | -28.8% | -30.9% |
| YTD | -51.4% | -1.9% | -49.5% | -50.8% |
| 1Y | -52.0% | -8.1% | -43.9% | -49.2% |
| 3Y | -40.7% | +42.5% | -83.2% | -56.0% |
| 5Y | -41.7% | +40.6% | -82.4% | -56.4% |
| All | +216.0% | +218.0% | -2.1% | +61.3% |
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 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