-58.0%
NCLH vs IEF
+3.8%
-61.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -4.8% | -1.3% | -3.5% | -5.5% |
| 30D | -21.7% | -1.7% | -19.9% | -22.4% |
| 3M | -22.2% | -2.5% | -19.7% | -23.4% |
| 6M | -27.5% | -3.3% | -24.3% | -29.1% |
| YTD | -33.6% | -2.8% | -30.8% | -34.9% |
| 1Y | -45.0% | -2.7% | -42.3% | -46.0% |
| 3Y | -11.0% | +8.9% | -20.0% | -5.4% |
| 5Y | -39.7% | -9.4% | -30.3% | -54.7% |
| All | -58.0% | +3.8% | -61.7% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling