+1,446.7%
INTU vs ICE
+2,331.7%
-885.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.3% | -2.7% |
| 7D | -7.1% | -0.7% | -6.4% | -6.9% |
| 30D | +1.5% | +7.6% | -6.2% | -0.7% |
| 3M | +10.7% | +13.9% | -3.3% | +6.3% |
| 6M | -23.8% | -2.4% | -21.5% | -23.2% |
| YTD | -49.3% | +0.3% | -49.6% | -49.3% |
| 1Y | -49.7% | -6.4% | -43.2% | -48.6% |
| 3Y | -38.0% | +43.1% | -81.1% | -44.3% |
| 5Y | -38.7% | +42.1% | -80.8% | -44.4% |
| 10Y | +221.3% | +220.9% | +0.4% | +141.1% |
| All | +1,446.7% | +2,331.7% | -885.1% | +790.7% |
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