-29.9%
INTU vs ICE
+65.6%
-95.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.1% |
| 7D | +0.1% | +2.0% | -1.9% | -1.1% |
| 30D | +15.4% | +12.9% | +2.5% | +6.8% |
| 3M | +6.6% | +15.4% | -8.8% | -2.6% |
| 6M | -11.3% | +13.1% | -24.4% | -18.0% |
| YTD | -47.7% | +7.5% | -55.2% | -49.9% |
| 1Y | -47.0% | +18.3% | -65.4% | -51.8% |
| 3Y | -29.9% | +65.9% | -95.8% | -48.8% |
| All | -29.9% | +65.6% | -95.5% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling