+14,587.7%
INTU vs NOC
+7,028.9%
+7,558.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.8% |
| 7D | -3.9% | -2.9% | -1.0% | -3.1% |
| 30D | +11.7% | +12.1% | -0.4% | +7.4% |
| 3M | +4.5% | -5.3% | +9.7% | +6.1% |
| 6M | -13.9% | -1.0% | -12.9% | -14.2% |
| YTD | -48.2% | -4.3% | -43.9% | -48.5% |
| 1Y | -47.1% | -3.6% | -43.5% | -47.6% |
| 3Y | -32.5% | +22.9% | -55.4% | -39.9% |
| 5Y | -42.6% | +60.4% | -102.9% | -55.2% |
| 10Y | +235.3% | +161.3% | +74.0% | +111.6% |
| All | +14,587.7% | +7,028.9% | +7,558.8% | +3,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling