-45.0%
NCLH vs IFF
+33.4%
-78.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -4.8% | -3.2% | -1.6% | -3.3% |
| 30D | -21.7% | -0.3% | -21.4% | -21.5% |
| 3M | -22.2% | +8.4% | -30.7% | -25.4% |
| 6M | -27.5% | +23.0% | -50.6% | -33.9% |
| YTD | -33.6% | +25.5% | -59.1% | -40.0% |
| 1Y | -45.0% | +29.1% | -74.1% | -52.0% |
| All | -45.0% | +33.4% | -78.4% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling