-49.7%
INTU vs NOC
-10.0%
-39.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.6% |
| 7D | -7.1% | -5.2% | -1.9% | -7.5% |
| 30D | +1.5% | -7.2% | +8.7% | +0.8% |
| 3M | +10.7% | -5.1% | +15.8% | +10.0% |
| 6M | -23.8% | -31.1% | +7.2% | -28.1% |
| YTD | -49.3% | -8.6% | -40.7% | -49.7% |
| 1Y | -49.7% | -9.7% | -39.9% | -49.0% |
| All | -49.7% | -10.0% | -39.6% | -49.0% |
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