-39.2%
NCLH vs IWF
+10.9%
-50.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +0.5% | -7.0% | -7.0% |
| 30D | -23.3% | -0.4% | -22.9% | -22.9% |
| 3M | -18.6% | -2.6% | -16.0% | -15.0% |
| 6M | -26.2% | +9.1% | -35.4% | -35.3% |
| YTD | -30.2% | +4.5% | -34.7% | -36.5% |
| 1Y | -39.2% | +10.1% | -49.2% | -43.4% |
| All | -39.2% | +10.9% | -50.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling