Intune is now providing built-in reporting capabilities (in preview) from the portal to give you an easier way to get reporting about your devices.
From there you will see the new Report (preview) link to the reports blade:
The first time you will access this blade, there will be no data and you will need to click on the Refresh button
Once completed, you will first get an overall overview of the compliance state and if some devices are managed by SCCM (this seems to have some trouble as I have devices in co-management, but have report of no devices are managed by SCCM)
From the left side, you can then browse to a more details compliance state (Device Compliance) report from which you can then do some filtering
NOTE you will have to hit the Generate report (at least the first time, but would recommend to it each time you are looking at this report)
or have access to a compliance trends report (Trends)