-45.0%
NCLH vs IWF
+7.1%
-52.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.8% |
| 7D | -4.8% | -0.9% | -3.9% | -3.7% |
| 30D | -21.7% | -1.7% | -19.9% | -20.0% |
| 3M | -22.2% | +0.7% | -22.9% | -22.8% |
| 6M | -27.5% | +8.6% | -36.1% | -36.1% |
| YTD | -33.6% | +3.5% | -37.1% | -38.9% |
| 1Y | -45.0% | +7.0% | -52.0% | -48.4% |
| All | -45.0% | +7.1% | -52.0% | -48.4% |
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