+703.8%
IGV vs NCLH
-38.7%
+742.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.6% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | -20.1% | +20.0% | +3.8% |
| 3M | +7.3% | -17.0% | +24.4% | +10.4% |
| 6M | +16.7% | -23.2% | +40.0% | +20.8% |
| YTD | -2.8% | -31.0% | +28.2% | +1.6% |
| 1Y | -6.7% | -37.3% | +30.6% | -1.2% |
| 3Y | +41.1% | -5.6% | +46.7% | +34.4% |
| 5Y | +22.0% | -37.0% | +59.0% | +18.0% |
| 10Y | +357.9% | -55.3% | +413.2% | +314.2% |
| All | +703.8% | -38.7% | +742.4% | +607.6% |
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