+990.2%
IBKR vs NCLH
-56.9%
+1,047.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -1.3% | -4.8% | +3.5% | -0.3% |
| 30D | -0.2% | -21.7% | +21.4% | +4.9% |
| 3M | +3.0% | -22.2% | +25.2% | +7.7% |
| 6M | +33.9% | -27.5% | +61.4% | +41.5% |
| YTD | +42.5% | -33.6% | +76.1% | +52.1% |
| 1Y | +44.9% | -45.0% | +89.9% | +59.9% |
| 3Y | +293.0% | -11.0% | +304.0% | +278.4% |
| 5Y | +497.7% | -39.7% | +537.4% | +482.7% |
| All | +990.2% | -56.9% | +1,047.1% | +904.0% |
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