-37.0%
NCLH vs IWD
+73.8%
-110.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | +0.6% |
| 7D | -0.3% | -0.2% | -0.1% | +0.1% |
| 30D | -20.1% | -0.8% | -19.3% | -18.6% |
| 3M | -17.0% | +8.0% | -25.1% | -29.7% |
| 6M | -23.2% | +18.2% | -41.4% | -45.9% |
| YTD | -31.0% | +22.3% | -53.4% | -54.7% |
| 1Y | -37.3% | +28.9% | -66.1% | -62.9% |
| 3Y | -5.6% | +71.5% | -77.1% | -68.5% |
| 5Y | -37.0% | +73.6% | -110.6% | -77.6% |
| All | -37.0% | +73.8% | -110.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling