+1,495.0%
INTU vs ICE
+2,506.4%
-1,011.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +15.4% | +12.9% | +2.5% | +11.3% |
| 3M | +6.6% | +15.4% | -8.8% | +2.1% |
| 6M | -11.3% | +13.1% | -24.4% | -14.5% |
| YTD | -47.7% | +7.5% | -55.2% | -48.7% |
| 1Y | -47.0% | +18.3% | -65.4% | -49.5% |
| 3Y | -29.9% | +65.9% | -95.8% | -39.7% |
| 5Y | -42.2% | +35.2% | -77.4% | -47.0% |
| 10Y | +251.7% | +266.7% | -15.1% | +154.9% |
| All | +1,495.0% | +2,506.4% | -1,011.4% | +799.8% |
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 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