+595.9%
ICE vs NCLH
-38.7%
+634.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +5.0% | -20.1% | +25.0% | +7.2% |
| 3M | +13.9% | -17.0% | +30.9% | +15.6% |
| 6M | -4.4% | -23.2% | +18.8% | -2.6% |
| YTD | -1.9% | -31.0% | +29.1% | +0.6% |
| 1Y | -8.1% | -37.3% | +29.1% | -5.2% |
| 3Y | +42.5% | -5.6% | +48.1% | +37.1% |
| 5Y | +40.6% | -37.0% | +77.6% | +35.9% |
| 10Y | +217.1% | -55.3% | +272.4% | +177.4% |
| All | +595.9% | -38.7% | +634.5% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling