+40.0%
ICE vs NCLH
-42.0%
+82.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.3% |
| 7D | -5.3% | -6.5% | +1.2% | -4.8% |
| 30D | +3.0% | -22.1% | +25.1% | +5.3% |
| 3M | +11.4% | -18.7% | +30.1% | +13.1% |
| 6M | -2.0% | -28.4% | +26.4% | +0.3% |
| YTD | -3.1% | -34.7% | +31.6% | -0.4% |
| 1Y | -8.4% | -42.7% | +34.3% | -4.8% |
| 3Y | +40.7% | -10.6% | +51.3% | +35.1% |
| 5Y | +40.0% | -40.7% | +80.7% | +33.9% |
| All | +40.0% | -42.0% | +82.0% | +33.9% |
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 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