-37.9%
NCLH vs IWF
+728.8%
-766.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -0.7% |
| 7D | -0.3% | +1.5% | -1.8% | -2.2% |
| 30D | -20.1% | -1.3% | -18.8% | -18.7% |
| 3M | -17.0% | +0.1% | -17.2% | -17.8% |
| 6M | -23.2% | +10.3% | -33.5% | -32.7% |
| YTD | -31.0% | +4.2% | -35.2% | -34.5% |
| 1Y | -37.3% | +9.3% | -46.6% | -44.4% |
| 3Y | -5.6% | +79.3% | -84.9% | -56.8% |
| 5Y | -37.0% | +73.8% | -110.8% | -68.6% |
| 10Y | -55.3% | +410.9% | -466.2% | -93.8% |
| All | -37.9% | +728.8% | -766.7% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling