+144.6%
IEFA vs NCLH
-56.9%
+201.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.6% | -4.8% | +3.3% | -0.9% |
| 30D | -1.5% | -21.7% | +20.2% | +2.0% |
| 3M | +3.4% | -22.2% | +25.7% | +6.8% |
| 6M | +9.5% | -27.5% | +37.0% | +13.8% |
| YTD | +13.0% | -33.6% | +46.6% | +18.3% |
| 1Y | +18.0% | -45.0% | +63.0% | +26.4% |
| 3Y | +65.4% | -11.0% | +76.4% | +59.1% |
| 5Y | +51.6% | -39.7% | +91.3% | +46.8% |
| All | +144.6% | -56.9% | +201.5% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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