-2.1%
IGV vs NCLH
-38.5%
+36.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.5% | -6.5% | +2.0% | -3.9% |
| 30D | +3.2% | -23.3% | +26.5% | +5.8% |
| 3M | +4.5% | -18.6% | +23.1% | +6.3% |
| 6M | +22.1% | -26.2% | +48.4% | +24.8% |
| YTD | -1.0% | -30.2% | +29.2% | +1.8% |
| 1Y | -2.1% | -39.2% | +37.0% | +1.0% |
| All | -2.1% | -38.5% | +36.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling