+1,500.3%
INTU vs ICE
+2,632.3%
-1,132.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -3.9% | +3.2% | -7.2% | -4.9% |
| 30D | +12.0% | +14.7% | -2.7% | +7.4% |
| 3M | +2.3% | +19.8% | -17.5% | -3.1% |
| 6M | -12.1% | +15.2% | -27.3% | -15.8% |
| YTD | -47.5% | +12.7% | -60.2% | -49.3% |
| 1Y | -46.9% | +20.4% | -67.3% | -49.7% |
| 3Y | -33.5% | +70.8% | -104.2% | -43.3% |
| 5Y | -41.2% | +43.9% | -85.2% | -47.1% |
| 10Y | +233.5% | +264.8% | -31.3% | +141.1% |
| All | +1,500.3% | +2,632.3% | -1,132.0% | +789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling