-58.0%
NCLH vs IFF
-20.3%
-37.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -4.8% | -3.2% | -1.6% | -2.7% |
| 30D | -21.7% | -0.3% | -21.4% | -21.5% |
| 3M | -22.2% | +8.4% | -30.7% | -26.8% |
| 6M | -27.5% | +23.0% | -50.6% | -37.7% |
| YTD | -33.6% | +25.5% | -59.1% | -44.3% |
| 1Y | -45.0% | +29.1% | -74.1% | -55.0% |
| 3Y | -11.0% | +31.7% | -42.7% | -31.2% |
| 5Y | -39.7% | -35.2% | -4.5% | -23.2% |
| All | -58.0% | -20.3% | -37.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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