+211.0%
INTU vs NOC
+186.7%
+24.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.5% | -1.6% | -6.9% | -8.1% |
| 30D | -6.1% | -10.4% | +4.3% | -3.5% |
| 3M | +7.3% | -5.6% | +12.9% | +8.7% |
| 6M | -33.2% | -30.4% | -2.8% | -26.9% |
| YTD | -52.2% | -8.5% | -43.7% | -51.8% |
| 1Y | -52.7% | -8.3% | -44.3% | -52.5% |
| 3Y | -41.6% | +28.2% | -69.8% | -48.6% |
| 5Y | -42.6% | +56.7% | -99.4% | -55.5% |
| 10Y | +211.0% | +189.3% | +21.7% | +85.4% |
| All | +211.0% | +186.7% | +24.4% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling