-45.0%
NCLH vs IEF
-2.7%
-42.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.5% |
| 7D | -4.8% | -1.3% | -3.5% | +0.5% |
| 30D | -21.7% | -1.7% | -19.9% | -15.9% |
| 3M | -22.2% | -2.5% | -19.7% | -13.5% |
| 6M | -27.5% | -3.3% | -24.3% | -18.1% |
| YTD | -33.6% | -2.8% | -30.8% | -23.8% |
| 1Y | -45.0% | -2.7% | -42.3% | -36.0% |
| All | -45.0% | -2.7% | -42.3% | -36.0% |
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