-39.2%
INTU vs NOC
+55.7%
-94.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.3% |
| 7D | -7.1% | -5.2% | -1.9% | -6.9% |
| 30D | +1.5% | -7.2% | +8.7% | +1.8% |
| 3M | +10.7% | -5.1% | +15.8% | +10.9% |
| 6M | -23.8% | -31.1% | +7.2% | -22.6% |
| YTD | -49.3% | -8.6% | -40.7% | -49.4% |
| 1Y | -49.7% | -9.7% | -39.9% | -49.7% |
| 3Y | -38.0% | +24.3% | -62.3% | -40.0% |
| All | -39.2% | +55.7% | -94.9% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling