+213.7%
ICE vs NCLH
-56.9%
+270.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -2.4% | -4.8% | +2.4% | -2.0% |
| 30D | +4.0% | -21.7% | +25.7% | +6.3% |
| 3M | +13.7% | -22.2% | +35.9% | +16.0% |
| 6M | +0.9% | -27.5% | +28.5% | +3.2% |
| YTD | -2.1% | -33.6% | +31.5% | +0.5% |
| 1Y | -9.5% | -45.0% | +35.5% | -5.6% |
| 3Y | +42.1% | -11.0% | +53.1% | +37.7% |
| 5Y | +41.4% | -39.7% | +81.1% | +37.3% |
| All | +213.7% | -56.9% | +270.6% | +191.6% |
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