-13.3%
IBM vs NCLH
-8.8%
-4.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.5% |
| 7D | +0.4% | +15.8% | -15.4% | -2.3% |
| 30D | +14.8% | +25.1% | -10.3% | +10.1% |
| 3M | +8.9% | -7.3% | +16.3% | +10.1% |
| 6M | +12.4% | +8.1% | +4.3% | +9.9% |
| YTD | -12.4% | -16.7% | +4.3% | -11.3% |
| 1Y | -13.3% | -1.0% | -12.3% | -12.2% |
| All | -13.3% | -8.8% | -4.4% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling