+181.7%
IEFA vs NCLH
-42.0%
+223.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -2.4% | -6.5% | +4.1% | -1.4% |
| 30D | -2.1% | -22.1% | +20.0% | +1.5% |
| 3M | +5.5% | -18.7% | +24.2% | +8.3% |
| 6M | +8.1% | -28.4% | +36.5% | +12.7% |
| YTD | +11.9% | -34.7% | +46.6% | +17.6% |
| 1Y | +18.1% | -42.7% | +60.8% | +25.9% |
| 3Y | +65.5% | -10.6% | +76.1% | +58.8% |
| 5Y | +50.1% | -40.7% | +90.8% | +45.6% |
| 10Y | +144.2% | -57.8% | +202.0% | +115.0% |
| All | +181.7% | -42.0% | +223.6% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling