-41.4%
NCLH vs IWF
+73.7%
-115.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.6% |
| 7D | -4.8% | -0.9% | -3.9% | -3.5% |
| 30D | -21.7% | -1.7% | -19.9% | -19.7% |
| 3M | -22.2% | +0.7% | -22.9% | -23.7% |
| 6M | -27.5% | +8.6% | -36.1% | -35.6% |
| YTD | -33.6% | +3.5% | -37.1% | -36.7% |
| 1Y | -45.0% | +7.0% | -52.0% | -50.2% |
| 3Y | -11.0% | +76.3% | -87.4% | -61.3% |
| All | -41.4% | +73.7% | -115.1% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling