+147.3%
IBM vs NCLH
-53.4%
+200.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +9.2% | +20.8% | -11.6% | +6.0% |
| 3M | +4.9% | -8.1% | +13.1% | +5.9% |
| 6M | +16.8% | +11.8% | +4.9% | +14.0% |
| YTD | -14.3% | -19.5% | +5.3% | -12.8% |
| 1Y | -16.7% | -3.2% | -13.5% | -17.7% |
| 3Y | +82.2% | +37.1% | +45.1% | +65.7% |
| 5Y | +149.9% | -29.9% | +179.9% | +138.0% |
| All | +147.3% | -53.4% | +200.6% | +131.9% |
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