-37.2%
NCLH vs IWD
+353.1%
-390.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.0% |
| 30D | -23.3% | +0.6% | -23.9% | -24.1% |
| 3M | -18.6% | +7.2% | -25.8% | -28.4% |
| 6M | -26.2% | +16.2% | -42.4% | -43.5% |
| YTD | -30.2% | +23.3% | -53.6% | -52.0% |
| 1Y | -39.2% | +29.6% | -68.7% | -61.6% |
| 3Y | -5.1% | +70.5% | -75.5% | -62.1% |
| 5Y | -36.8% | +73.5% | -110.2% | -73.5% |
| 10Y | -56.3% | +198.3% | -254.6% | -89.9% |
| All | -37.2% | +353.1% | -390.3% | -89.0% |
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