+116.3%
IBM vs NCLH
-42.0%
+158.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -0.3% | -6.5% | +6.2% | +0.5% |
| 30D | -1.8% | -22.1% | +20.2% | +1.2% |
| 3M | -13.5% | -18.7% | +5.2% | -11.4% |
| 6M | -5.1% | -28.4% | +23.3% | -1.8% |
| YTD | -19.4% | -34.7% | +15.3% | -15.9% |
| 1Y | -6.5% | -42.7% | +36.2% | -1.3% |
| 3Y | +73.8% | -10.6% | +84.4% | +71.1% |
| 5Y | +116.3% | -40.7% | +157.1% | +120.0% |
| All | +116.3% | -42.0% | +158.3% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling