-1.0%
NCLH vs IWD
+33.0%
-34.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +0.4% |
| 7D | +15.8% | +2.5% | +13.3% | +9.3% |
| 30D | +25.1% | +6.0% | +19.1% | +9.5% |
| 3M | -7.3% | +3.8% | -11.1% | -14.7% |
| 6M | +8.1% | +16.3% | -8.2% | -25.1% |
| YTD | -16.7% | +27.5% | -44.1% | -52.9% |
| 1Y | -1.0% | +32.8% | -33.8% | -48.1% |
| All | -1.0% | +33.0% | -34.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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