+357.7%
IGV vs NCLH
-56.9%
+414.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -2.9% | -4.8% | +1.9% | -2.1% |
| 30D | -1.5% | -21.7% | +20.2% | +2.5% |
| 3M | +11.7% | -22.2% | +33.9% | +16.0% |
| 6M | +18.4% | -27.5% | +46.0% | +23.6% |
| YTD | -3.9% | -33.6% | +29.7% | +1.0% |
| 1Y | -9.7% | -45.0% | +35.3% | -2.4% |
| 3Y | +38.4% | -11.0% | +49.5% | +33.5% |
| 5Y | +21.6% | -39.7% | +61.3% | +18.5% |
| All | +357.7% | -56.9% | +414.7% | +359.9% |
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 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