-1.0%
NCLH vs IEF
-1.9%
+0.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.2% | +4.5% |
| 7D | +15.8% | +0.9% | +14.9% | +11.8% |
| 30D | +25.1% | +3.1% | +22.0% | +10.4% |
| 3M | -7.3% | -1.4% | -6.0% | -0.5% |
| 6M | +8.1% | -1.6% | +9.7% | +17.7% |
| YTD | -16.7% | -2.1% | -14.5% | -3.7% |
| 1Y | -1.0% | -2.0% | +1.0% | +13.6% |
| All | -1.0% | -1.9% | +0.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling