-25.3%
NCLH vs IWD
+363.6%
-389.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +6.3% | +1.6% | +4.7% | +3.4% |
| 30D | +18.9% | +3.6% | +15.3% | +11.8% |
| 3M | -0.2% | +2.0% | -2.3% | -3.3% |
| 6M | +8.4% | +13.1% | -4.7% | -13.0% |
| YTD | -17.1% | +26.2% | -43.3% | -45.1% |
| 1Y | -2.8% | +29.6% | -32.4% | -38.5% |
| 3Y | +40.4% | +84.3% | -43.9% | -51.2% |
| 5Y | -30.8% | +73.4% | -104.2% | -70.9% |
| 10Y | -51.3% | +202.4% | -253.7% | -89.1% |
| All | -25.3% | +363.6% | -389.0% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling