-40.1%
NCLH vs IEF
+16.3%
-56.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.8% |
| 30D | -19.9% | -0.6% | -19.4% | -20.2% |
| 3M | -22.0% | -1.0% | -21.0% | -22.6% |
| 6M | -28.3% | -3.1% | -25.2% | -30.2% |
| YTD | -33.5% | -1.9% | -31.6% | -34.6% |
| 1Y | -41.5% | -1.4% | -40.1% | -42.2% |
| 3Y | -8.9% | +9.8% | -18.7% | -2.3% |
| 5Y | -40.5% | -8.8% | -31.6% | -51.7% |
| 10Y | -57.0% | +4.7% | -61.6% | -58.3% |
| All | -40.1% | +16.3% | -56.4% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling