+235.2%
INTU vs NOC
+159.4%
+75.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.1% | +4.5% | -8.7% | -5.2% |
| 30D | +12.8% | +14.1% | -1.2% | +9.0% |
| 3M | +2.1% | -4.5% | +6.6% | +3.1% |
| 6M | -11.5% | -0.8% | -10.7% | -11.7% |
| YTD | -47.9% | -2.5% | -45.4% | -48.5% |
| 1Y | -47.7% | -0.1% | -47.6% | -48.7% |
| 3Y | -34.0% | +24.6% | -58.6% | -40.8% |
| 5Y | -43.5% | +65.6% | -109.1% | -56.7% |
| All | +235.2% | +159.4% | +75.8% | +107.6% |
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