+64.0%
IBIT vs NCLH
-16.9%
+80.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -5.8% | -6.5% | +0.8% | -4.4% |
| 30D | +21.5% | -22.1% | +43.6% | +28.1% |
| 3M | +24.5% | -18.7% | +43.2% | +28.9% |
| 6M | +10.0% | -28.4% | +38.4% | +16.5% |
| YTD | -12.0% | -34.7% | +22.7% | -6.3% |
| 1Y | -32.3% | -42.7% | +10.4% | -25.5% |
| All | +64.0% | -16.9% | +80.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling