-45.2%
INTU vs NOC
-7.1%
-38.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +3.3% |
| 7D | +8.7% | -5.0% | +13.6% | +8.5% |
| 30D | +25.9% | +10.3% | +15.5% | +26.5% |
| 3M | +10.7% | -4.3% | +15.0% | +10.1% |
| 6M | -11.6% | -6.5% | -5.1% | -12.8% |
| YTD | -45.4% | -6.7% | -38.7% | -45.3% |
| 1Y | -45.2% | -7.5% | -37.7% | -45.1% |
| All | -45.2% | -7.1% | -38.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling