+143.8%
IBM vs NCLH
-56.9%
+200.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.7% |
| 7D | +3.6% | -4.8% | +8.4% | +4.3% |
| 30D | +3.1% | -21.7% | +24.8% | +6.8% |
| 3M | -10.8% | -22.2% | +11.4% | -7.8% |
| 6M | -0.8% | -27.5% | +26.7% | +3.1% |
| YTD | -16.2% | -33.6% | +17.4% | -12.1% |
| 1Y | -2.9% | -45.0% | +42.1% | +4.2% |
| 3Y | +79.8% | -11.0% | +90.9% | +74.2% |
| 5Y | +124.9% | -39.7% | +164.6% | +119.1% |
| All | +143.8% | -56.9% | +200.8% | +132.2% |
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 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