-42.2%
INTU vs ICE
+34.9%
-77.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.0% |
| 7D | +0.1% | +2.0% | -1.9% | -1.4% |
| 30D | +15.4% | +12.9% | +2.5% | +4.8% |
| 3M | +6.6% | +15.4% | -8.8% | -4.8% |
| 6M | -11.3% | +13.1% | -24.4% | -19.6% |
| YTD | -47.7% | +7.5% | -55.2% | -50.7% |
| 1Y | -47.0% | +18.3% | -65.4% | -53.8% |
| 3Y | -29.9% | +65.9% | -95.8% | -57.0% |
| All | -42.2% | +34.9% | -77.1% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling