-41.2%
NCLH vs IFF
+63.7%
-104.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -6.5% | -2.8% | -3.8% | -4.8% |
| 30D | -22.1% | -1.1% | -21.0% | -21.5% |
| 3M | -18.7% | +13.8% | -32.5% | -25.5% |
| 6M | -28.4% | +16.7% | -45.1% | -35.9% |
| YTD | -34.7% | +26.1% | -60.8% | -44.8% |
| 1Y | -42.7% | +33.5% | -76.2% | -53.5% |
| 3Y | -10.6% | +31.6% | -42.2% | -29.3% |
| 5Y | -40.7% | -34.9% | -5.9% | -26.4% |
| 10Y | -57.8% | -20.3% | -37.5% | -54.7% |
| All | -41.2% | +63.7% | -104.9% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling