-41.4%
NCLH vs IEF
-9.5%
-31.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -21.7% | -1.7% | -19.9% | -21.3% |
| 3M | -22.2% | -2.5% | -19.7% | -21.8% |
| 6M | -27.5% | -3.3% | -24.3% | -27.1% |
| YTD | -33.6% | -2.8% | -30.8% | -33.2% |
| 1Y | -45.0% | -2.7% | -42.3% | -44.6% |
| 3Y | -11.0% | +8.9% | -20.0% | -11.0% |
| All | -41.4% | -9.5% | -31.9% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling