+14,779.2%
INTU vs NOC
+7,186.1%
+7,593.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.9% | +4.9% | -8.8% | -5.5% |
| 30D | +12.0% | +13.6% | -1.6% | +7.2% |
| 3M | +2.3% | -3.9% | +6.2% | +3.4% |
| 6M | -12.1% | +1.4% | -13.5% | -13.1% |
| YTD | -47.5% | -2.2% | -45.3% | -48.2% |
| 1Y | -46.9% | -1.2% | -45.7% | -47.8% |
| 3Y | -33.5% | +25.0% | -58.5% | -41.1% |
| 5Y | -41.2% | +66.0% | -107.3% | -54.7% |
| 10Y | +233.5% | +161.4% | +72.1% | +110.6% |
| All | +14,779.2% | +7,186.1% | +7,593.1% | +3,176.9% |
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