For matrix manipulation based Fortran scientific codes, ifort/MKL can give +30% compared to gfortran. It's difficult to disentangle where the speedup comes from, but certainly as jedbrown aludes to, the Intel compilers seem to make a better go of poorly optimised / badly written code.
For C based software, its a much closer run thing, and often sticking with GCC avoids weird segfaults when mixing Intel and GCC-compiled Linux libraries.
I wonder if this Intel compiler 'superiority' is still the case today, or if this is just a meme at this point.