-12.5%
NCLH vs IWF
+75.5%
-88.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.7% |
| 7D | -6.5% | -1.7% | -4.8% | -4.5% |
| 30D | -22.1% | -1.8% | -20.2% | -20.2% |
| 3M | -18.7% | +1.5% | -20.1% | -20.6% |
| 6M | -28.4% | +7.7% | -36.1% | -34.9% |
| YTD | -34.7% | +2.7% | -37.4% | -36.9% |
| 1Y | -42.7% | +6.8% | -49.5% | -47.3% |
| All | -12.5% | +75.5% | -88.1% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling