+120.9%
IEMG vs NCLH
-41.0%
+161.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -1.3% | -4.8% | +3.5% | -0.6% |
| 30D | +1.9% | -21.7% | +23.6% | +5.6% |
| 3M | +1.4% | -22.2% | +23.7% | +4.8% |
| 6M | +15.2% | -27.5% | +42.7% | +19.8% |
| YTD | +23.8% | -33.6% | +57.4% | +29.7% |
| 1Y | +30.7% | -45.0% | +75.6% | +40.1% |
| 3Y | +83.3% | -11.0% | +94.3% | +76.2% |
| 5Y | +48.8% | -39.7% | +88.5% | +43.9% |
| 10Y | +142.8% | -57.0% | +199.8% | +117.7% |
| All | +120.9% | -41.0% | +161.8% | +96.3% |
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