-57.0%
NCLH vs IWD
+195.0%
-252.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.3% |
| 7D | -4.6% | -1.2% | -3.4% | -2.3% |
| 30D | -19.9% | -1.6% | -18.3% | -17.1% |
| 3M | -22.0% | +7.0% | -29.0% | -31.9% |
| 6M | -28.3% | +17.0% | -45.3% | -47.3% |
| YTD | -33.5% | +21.6% | -55.1% | -54.7% |
| 1Y | -41.5% | +28.0% | -69.5% | -63.9% |
| 3Y | -8.9% | +70.6% | -79.4% | -67.2% |
| 5Y | -40.5% | +73.3% | -113.8% | -77.6% |
| 10Y | -57.0% | +200.5% | -257.5% | -91.4% |
| All | -57.0% | +195.0% | -252.0% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling