-27.1%
NCLH vs IWD
+363.8%
-390.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.3% |
| 7D | +1.7% | +1.7% | 0.0% | -1.4% |
| 30D | +17.9% | +3.2% | +14.7% | +11.7% |
| 3M | -4.5% | +2.3% | -6.8% | -7.9% |
| 6M | +12.9% | +12.9% | -0.1% | -9.2% |
| YTD | -19.1% | +26.2% | -45.3% | -46.4% |
| 1Y | -4.6% | +28.3% | -32.9% | -38.5% |
| 3Y | +37.0% | +84.4% | -47.4% | -52.4% |
| 5Y | -29.5% | +73.0% | -102.5% | -70.3% |
| 10Y | -53.0% | +203.3% | -256.3% | -89.5% |
| All | -27.1% | +363.8% | -390.9% | -87.7% |
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